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Generalized proportional hazards model based on modified partial likelihood
V B Bagdonavicius1, M S Nikulin
1Department of Statistics, University of Vilnius, Lithuania. Vilijandas.Bagdonavicius@maf.vu.lt
Abstract:
The proportional hazards (Cox) model is generalized by assuming that at any moment the ratio of hazard rates is depending not only on values of covariates but also on resources used until this moment. Relations with generalized multiplicative, frailty and linear transformation models are considered. A modified partial likelihood function is proposed, and properties of the estimators are investigated.
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