Score and information of Cox partial likelihood
ID: score-and-information-of-cox-partial-likelihood
At an untied event time, the Cox partial likelihood weights the current risk set by . Differentiation gives the displayed score function and the negative Hessian as a sum of weighted covariances. The score is the sum of Schoenfeld functions, so Schoenfeld residuals sum to zero at a finite interior unpenalized fit. At arbitrary trial coefficients or boundary fits, a zero sum is not a general identity.
New to topics? Read the docs here!