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Residual-Based Sieve Maximum Full Likelihood Estimation for the Proportional Hazards Model
Taehwa Choi1,2, Susan Halabi1, Hyotae Kim1
1Department of Biostatistics and Bioinformatics, Duke University, Durham, NC, USA.
A new sieve maximum full likelihood method improves proportional hazards model estimation. This robust approach enhances accuracy, especially with outliers or high censoring, outperforming standard partial likelihood methods.
Area of Science:
- Biostatistics
- Survival Analysis
- Statistical Modeling
Background:
- Partial likelihood is standard for proportional hazards models but lacks robustness.
- Issues arise with model mis-specification, outliers, or high censoring rates.
Purpose of the Study:
- Propose a sieve maximum full likelihood estimation method for proportional hazards models.
- Enhance robustness and efficiency compared to partial likelihood methods.
Main Methods:
- Approximate cumulative hazard function using piecewise polynomials in a two-step procedure.
- Utilize full likelihood for simultaneous parameter estimation.
- Employ profile likelihood for variance estimation and an information criterion for sieve space selection.
Main Results:
- Simulations show superior performance over partial and existing full likelihood methods.
- Demonstrated effectiveness in both proportional and non-proportional hazards settings.
- Successful application in real-world bladder and breast cancer data.
Conclusions:
- The proposed sieve maximum full likelihood method offers a flexible and robust alternative for survival analysis.
- This approach is particularly beneficial when standard methods fail due to outliers or assumption violations.
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