估计员
分段
数学
最大似然
参数统计
效率
统计
计算
比例危险模型
参数化模型
应用数学
似然函数
班级(哲学)
计量经济学
计算机科学
算法
数学分析
人工智能
作者
George Y. Wong,Michael P. Osborne,Qinggang Diao,Qiqing Yu
标识
DOI:10.1080/03610918.2016.1255968
摘要
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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