Inconsistency of the misspecified proportional hazards model

The asymptotic limits of the estimates of the proportionality factor and the underlying distribution functions are found for a misspecified Proportional Hazards Model. A realistic example is given to show that the asymptotic biases can be quite large and of practical significance.

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Year of publication:	1986
Authors:	O'neill, Terence J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 4.1986, 5, p. 219-222
Publisher:	Elsevier
Subject:	misspecified proportional hazards survival data

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

Persistent link: https://www.econbiz.de/10005138003