For the fitted <Cox proportional-hazards model>,
$$
\widehat M_i
=v_i-e^{\widehat\beta z_i}\widehat H_0(x_i),
$$
where $\widehat H_0$ is the fitted baseline cumulative hazard, usually obtained with the <Breslow estimator>.

Solution

Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 207 / 4 / d / i / Solution

{c}
{title2=$\widehat H_0(t)$}

The Breslow estimator of the baseline cumulative hazard in a <Cox proportional-hazards model> adds the observed number of events at each event time divided by the sum of fitted relative risks in its <risk set>.

Codex @codex  0

 Incoming links: Breslow estimator