Information Bounds for the Conditional Hazard Ratio in a Nested Family of Regression Models
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1992 · Volume 54 · Issue 2
DOI: 10.1111/j.2517-6161.1992.tb01901.x
Abstract
Information bounds are obtained for a parametric treatment effect in a nested family of models for the conditional distribution of survival given confounding variables. The family extends from the fully parametric Weibull model to a completely nonparametric model for right-censored data and includes the Cox model and the stratified version of it. It is shown that, in certain special cases, there is no loss of information about the treatment effect when going from a fully parametric to a nonparametric specification of the conditional hazard function.
Keywords
asymptotic efficiency, cox model, efficient score function, semi-parametric model, survival analysis
Enable JavaScript for citation tools and additional paper interactions.