Conditional MLE for the proportional hazards model with left-truncated and interval-censored data

We consider conditional maximum likelihood estimator (cMLE) for the proportional hazards model with left-truncated and interval-censored data. We show that when the covariates are discrete the cMLE is the MLE, and under some regularity conditions the cMLE for the regression parameter is asymptotically normal and efficient.

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Year of publication:	2015
Authors:	Shen, Pao-sheng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 100.2015, C, p. 164-171
Publisher:	Elsevier
Subject:	Left truncation \| Interval censoring \| Likelihood estimator

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011263173