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A note on the partial likelihood estimator of the proportional hazards model for combined incident and prevalent cohort data

Author

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  • James H. McVittie

    (University of Regina)

  • David B. Wolfson

    (McGill University)

  • David A. Stephens

    (McGill University)

Abstract

The proportional hazards model has been well studied in the literature for estimating the effect of covariate data on the failure time hazard rate. This model is routinely applied to right-censored incident cohort failure time data as well as left-truncated right-censored failure time data obtained from a prevalent cohort study with follow-up. In a meta-analysis or complex study design, data from both incident cohort and prevalent cohort studies with follow-up may be available. We compare two partial likelihood estimation approaches for the covariate effects using combined incident and prevalent cohort data under the proportional hazards model. We validate the partial likelihood methods through the concept of ancillarity and utilize simulated cohort data to compare the two procedures.

Suggested Citation

  • James H. McVittie & David B. Wolfson & David A. Stephens, 2023. "A note on the partial likelihood estimator of the proportional hazards model for combined incident and prevalent cohort data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(4), pages 487-497, May.
    • Handle: RePEc:spr:metrik:v:86:y:2023:i:4:d:10.1007_s00184-022-00882-1
    DOI: 10.1007/s00184-022-00882-1
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    References listed on IDEAS

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    1. Welch, Shawn M., 1998. "Nonparametric estimates of the duration of welfare spells," Economics Letters, Elsevier, vol. 60(2), pages 217-221, August.
    2. Johnny Ducking & Peter Groothuis & James Hill, 2015. "Exit Discrimination in the NFL: A Duration Analysis of Career Length," The Review of Black Political Economy, Springer;National Economic Association, vol. 42(3), pages 285-299, September.
    3. Johnny Ducking & Peter Groothuis & James Hill, 2015. "Exit Discrimination in the NFL: A Duration Analysis of Career Length," The Review of Black Political Economy, Springer;National Economic Association, vol. 42(3), pages 285-299, September.
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