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On generalized maximum likelihood estimation in the proportional hazards model with partially informative censoring

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Abstract.

The generalized maximum likelihood estimator (GMLE) is derived and some of its variants are compared with the partial Abdushukurov-Cheng-Lin (PACL) and Kaplan-Meier (KM) estimators under the proportional hazards model with partially informative censoring. A comparison of small sample properties is conducted based on a simulation study. The results show that the GMLEs perform competitively with the PACL estimator.

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Authors and Affiliations

  1. Department of Mathematics and Computer Science, Concordia College, Moorhead, MN 56562, USA

    Haimeng Zhang

  2. Department of Statistics and Center for Genomic Information, Department of Environmental Health, , North Dakota State University, University of Cincinnati, , Fargo ND, Cincinnati,, 58105, OH 45267, , USA

    M. Bhaskara Rao

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  1. Haimeng Zhang
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  2. M. Bhaskara Rao
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Correspondence to Haimeng Zhang.

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Acknowledgements.The authors are very much thankful to the referee for perceptive and illuminating comments. A substantial credit goes to the referee for an overall improvement of the paper.

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Zhang, H., Rao, M. On generalized maximum likelihood estimation in the proportional hazards model with partially informative censoring. Metrika 59, 125–136 (2004). https://doi.org/10.1007/s001840300274

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  • DOI: https://doi.org/10.1007/s001840300274

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