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The maximum full and partial likelihood estimators in the proportional hazard model

  • Takemi Yanagimoto
  • Toshinari Kamakura
Article

Summary

The maximum full likelihood estimator in the proportional hazard model is explored in relation to the maximum partial likelihood estimator. In the scalar parameter case both the estimators have a common sign, and the absolute value of the former is strictly greater than that of the latter except for trivial cases. We point out also that the maximum full likelihood estimator after a simple modification of the likelihood equation provides a good approximation to the maximum partial likelihood estimator. Similar results are valid for the likelihood ratio tests.

Keywords

Likelihood Estimator Failure Time Partial Likelihood Likelihood Equation Full Likelihood 

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Copyright information

© The Institute of Statistical Mathematics, Tokyo 1984

Authors and Affiliations

  • Takemi Yanagimoto
  • Toshinari Kamakura

There are no affiliations available

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