Maximum likelihood estimation in the proportional hazards model of random censorship |
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| Authors: | Myles Hollander Glen Laird Kai-sheng Song |
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| Affiliation: | Dept. of Statistics and Statistical Consulting Center , Florida State University, Tallahassee, Florida, 32306-4330, USA |
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| Abstract: | The maximum likelihood estimator (MLE) for the survival function STunder the proportional hazards model of censorship is derived and shown to differ from the Abdushukurov-Cheng-Lin estimator when the class of allowable distributions includes all continuous and discrete distributions. The estimators are compared via an example. The MLE is calculated using a Newton-Raphson iterative procedure and implemented via a FORTRAN algorithm. |
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| Keywords: | Proportional hazards model Maximum likelihood estimation Newton-Raphson iteration |
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