Inefficiency of inferences with the partial likelihood |
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Authors: | Eric V Slud |
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Institution: | Department of Mathematics , University of Maryland , College Park, Maryland, U.S.A |
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Abstract: | In two-sample semiparametric survival models other than the Cox proportional-hazards regression model, it is shown that partial-likelihood inference of structural parameters in the presence of fully nonpararnetric nuisance-hazards typically has relative efficiency zero compared with fuii-Iikelihood infer -ence. The practical Interpretation of efficiencies in the pres-ence of infinite-dimensional nuisance-parameters is discussed, with reference to two important examples, namely a recent sur-vival regression-model of Clayton and Cuzick and a class of additive excess-risk models. Under the excess-risk models, a formula is derived for the large-sample information which here is the same as the limiting Fisher information when the nuisance-parameter dimension gets large] for estimating the parameter of difference between two samples, as the nuisance function becomes fully nonpararnetric. |
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Keywords: | censored survival data partial likeli-hood relative efficiency nonpararnetric nuisance hazard functions |
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