Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 207 5 c ii Solution Created 2026-09-24 Updated 2026-09-25
Letand let be the common partial likelihood contribution from the first observations. Since , the three possible complete-data tail orderings and their partial likelihoods areTheir sum isWhen individual is right-censored at , that individual leaves the risk set before the event at , so the directly calculated Cox partial likelihood is also . Summing over the unobserved compatible event orderings therefore reproduces the censored-data partial likelihood.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 207 5 c Solution Created 2026-09-24 Updated 2026-09-25
A semiparametric proportional hazards model specifieswith finite-dimensional parameter but an unspecified baseline hazard . A partial likelihood uses a component of the data likelihood that depends on while eliminating the nuisance function. In the Cox proportional-hazards model, conditioning on which member of each risk set experiences the event produces the Cox partial likelihood.