Piecewise Cox models with right-censored data |
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| Authors: | George Y C Wong Michael P Osborne Qinggang Diao |
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| Institution: | 1. Department of Integrative Medicine, Mount Sinai Beth Israel, New York, NY, USA;2. Strang Cancer Prevention Institute, New York, NY, USA;3. Department of Mathematical Sciences, SUNY, Binghamton, NY, USA |
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| Abstract: | We study a general class of piecewise Cox models. We discuss the computation of the semi-parametric maximum likelihood estimates (SMLE) of the parameters, with right-censored data, and a simplified algorithm for the maximum partial likelihood estimates (MPLE). Our simulation study suggests that the relative efficiency of the PMLE of the parameter to the SMLE ranges from 96% to 99.9%, but the relative efficiency of the existing estimators of the baseline survival function to the SMLE ranges from 3% to 24%. Thus, the SMLE is much better than the existing estimators. |
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| Keywords: | Cox model Semi-parametric MLE Time-dependent covariates |
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