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A hybrid method to estimate the full parametric hazard model

Author

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  • Farag Hamad
  • Nezamoddin N. Kachouie

Abstract

In this paper, we propose a hybrid method to estimate the baseline hazard for Cox proportional hazard model. In the proposed method, the nonparametric estimate of the survival function by Kaplan Meier, and the parametric estimate of the logistic function in the Cox proportional hazard by partial likelihood method are combined to estimate a parametric baseline hazard function. We compare the estimated baseline hazard using the proposed method and the Cox model. The results show that the estimated baseline hazard using hybrid method is improved in comparison with estimated baseline hazard using the Cox model. The performance of each method is measured based on the estimated parameters of the baseline distribution as well as goodness of fit of the model. We have used real data as well as simulation studies to compare performance of both methods. Monte Carlo simulations carried out in order to evaluate the performance of the proposed method. The results show that the proposed hybrid method provided better estimate of the baseline in comparison with the estimated values by the Cox model.

Suggested Citation

  • Farag Hamad & Nezamoddin N. Kachouie, 2019. "A hybrid method to estimate the full parametric hazard model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(22), pages 5477-5491, November.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:22:p:5477-5491
    DOI: 10.1080/03610926.2018.1513149
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