Grouped proportional-hazards model
ID: grouped-proportional-hazards-model
When event times are observed only in intervals and the covariate vector is constant within an interval, a proportional hazards model gives . Thus the interval event probability has a complementary log-log link, with an interval-specific intercept. The person-period Bernoulli likelihood models several events in one interval directly, without inventing their order. It needs appropriate independent censoring assumptions and a consistent account of interval entry and observation.
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