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The Cox–Aalen model for left-truncated and right-censored data

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  • Pao-sheng Shen
  • Li Ning Weng

Abstract

We analyze left-truncated and right-censored (LTRC) data using an additive-multiplicative Cox–Aalen model proposed by Scheike and Zhang (2002), which extends the Cox regression model as well as the additive Aalen model. Based on the conditional likelihood function, we derive the weighted least-squared (WLS) estimators for the regression parameters and cumulative intensity functions of the model. The estimators are shown to be consistent and asymptotically normal. A simulation study is conducted to investigate the performance of the proposed estimators.

Suggested Citation

  • Pao-sheng Shen & Li Ning Weng, 2018. "The Cox–Aalen model for left-truncated and right-censored data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(21), pages 5357-5368, November.
    • Handle: RePEc:taf:lstaxx:v:47:y:2018:i:21:p:5357-5368
    DOI: 10.1080/03610926.2017.1390135
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