Name
Title | ||
|---|---|---|
Maximum Likelihood Inference for the Cox Regression Model with Applications to Missing Covariates. |
Abstract | ||
|---|---|---|
In this paper, we carry out an in-depth theoretical investigation for existence of maximum likelihood estimates for the Cox model (Cox, 1972, 1975) both in the full data setting as well as in the presence of missing covariate data. The main motivation for this work arises from missing data problems, where models can easily become difficult to estimate with certain missing data configurations or large missing data fractions. We establish necessary and sufficient conditions for existence of the maximum partial likelihood estimate (MPLE) for completely observed data (i.e., no missing data) settings as well as sufficient conditions for existence of the maximum likelihood estimate (MLE) for survival data with missing covariates via a profile likelihood method. Several theorems are given to establish these conditions. A real dataset from a cancer clinical trial is presented to further illustrate the proposed methodology. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1016/j.jmva.2009.03.013 | J. Multivariate Analysis |
Keywords | Field | DocType |
62n99,large missing data fraction,cox regression model,existence of partial maximum likelihood estimate,missing data,maximum likelihood estimate,62f15,full data,partial likelihood,missing covariate data,secondary,necessary and sufficient conditions,sufficient condition,certain missing data configuration,missing covariates,missing at random (mar),proportional hazards model,monte carlo em algorithm,65c05,missing data problem,62n02,observed data,maximum likelihood inference,primary,survival data,biomedical research,missing at random,cox model,proportional hazard model,life table,clinical trial,maximum likelihood,cox regression,bioinformatics | Econometrics,Covariate,Likelihood function,Expectation–maximization algorithm,Missing data,Maximum likelihood sequence estimation,Statistics,Statistical theory,Restricted maximum likelihood,Censoring (statistics),Mathematics | Journal |
Volume | Issue | ISSN |
100 | 9 | 0047-259X |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Ming-Hui Chen | 1 | 0 | 0.68 |
| Joseph G Ibrahim | 2 | 21 | 2.97 |
| Qi-man Shao | 3 | 3 | 0.90 |