Accession Number : ADA119375

Title :   Sequential Analysis of the Proportional Hazards Model.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Sellke,T ; Siegmund,D

PDF Url : ADA119375

Report Date : Jul 1982

Pagination or Media Count : 28

Abstract : For the proportional hazards model of survival analysis, an appropriate large sample theory is developed for cases of staggered entry and sequential analysis. The principal techniques involve an approximation of the score process by a suitable martingale and a random rescaling of time based on the observed Fisher information. As a result we show that the maximum partial likelihood estimator behaves asymptotically like Brownian motion. (Author)

Descriptors :   *Sequential analysis, *Maximum likelihood estimation, Approximation(Mathematics), Survival(General), Asymptotic series, Brownian motion, Sampling, Clinical medicine

Subject Categories : Medicine and Medical Research
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE