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Econometric estimation of proportional hazard models

✍ Scribed by Gary Koop; Christopher J. Ruhm


Book ID
116096183
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
521 KB
Volume
45
Category
Article
ISSN
0148-6195

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πŸ“œ SIMILAR VOLUMES


Misspecified proportional hazard models
✍ STRUTHERS, C. A.; KALBFLEISCH, J. D. πŸ“‚ Article πŸ“… 1986 πŸ› Oxford University Press 🌐 English βš– 340 KB
Misspecified proportional hazard models
✍ STRUTHERS, C. A.; KALBFLEISCH, J. D. πŸ“‚ Article πŸ“… 1986 πŸ› Oxford University Press 🌐 English βš– 340 KB

The properties of an estimator based on a proportional hazards model are investigated when the model is incorrect. The estimator from the partial likelihood is shown to be consistent for a parameter that is defined implicitly. The results are used to investigate the effects on estimation if the true