Let
and let be the common partial likelihood contribution from the first observations. Since , the three possible complete-data tail orderings and their partial likelihoods are
Their sum is
When 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.
A semiparametric proportional hazards model specifies
with 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.