Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 207 / 5 / Solution

A proportional hazards model has $h(t\mid g)=h_0(t)r(g)$, with a time-independent hazard ratio. In the Cox proportional-hazards model, $r(g)=e^{\beta g}$ and the baseline hazard $h_0$ is unspecified. At each untied event time, conditioning on the identity of the person who fails given the current risk set produces the factorMultiplying these factors gives the Cox partial likelihood. It is called partial because it uses the conditional event ordering information that identifies $\beta$ while discarding the part of the full likelihood involving the unspecified baseline hazard.