The Annals of Statistics

Piecewise Exponential Models for Survival Data with Covariates

Michael Friedman

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Abstract

A general class of models for analysis of censored survival data with covariates is considered. If $n$ individuals are observed over a time period divided into $I(n)$ intervals, it is assumed that $\lambda_j(t)$, the hazard rate function of the time to failure of the individual $j$, is constant and equal to $\lambda_{ij} > 0$ on the $i$th interval, and that the vector $\ell = \{\log \lambda_{ij}: j = 1, \ldots, n; i = 1, \ldots, I(n)\}$ lies in a linear subspace. The maximum likelihood estimate $\hat{\ell}$ of $\ell$ provides a simultaneous estimate of the underlying hazard rate function, and of the effects of the covariates. Maximum likelihood equations and conditions for existence of $\hat{\ell}$ are given. The asymptotic properties of linear functionals of $\hat{\ell}$ are studied in the general case where the true hazard rate function $\lambda_0(t)$ is not a step function, and $I(n)$ increases without bound as the maximum interval length decreases. In comparison with recent work on regression analysis of survival data, the asymptotic results are obtained under more relaxed conditions on the regression variables.

Article information

Source
Ann. Statist., Volume 10, Number 1 (1982), 101-113.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345693

Digital Object Identifier
doi:10.1214/aos/1176345693

Mathematical Reviews number (MathSciNet)
MR642722

Zentralblatt MATH identifier
0483.62086

JSTOR
links.jstor.org

Subjects
Primary: 62E20: Asymptotic distribution theory
Secondary: 62F10: Point estimation

Keywords
Asymptotic theory censored data log-linear model maximum likelihood estimation piecewise exponential model survival data

Citation

Friedman, Michael. Piecewise Exponential Models for Survival Data with Covariates. Ann. Statist. 10 (1982), no. 1, 101--113. doi:10.1214/aos/1176345693. https://projecteuclid.org/euclid.aos/1176345693


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