Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 207 / 5 / b

Table of contents
- Solution b

Solution

Choose a parametric baseline hazard

h_{0} (t; η)

and fit

h (t ∣ z) = h_{0} (t; η) e^{β z} .

Under independent right censoring, the full survival likelihood is

L (η, β) = \prod_{i = 1}^{n} [h_{0} (x_{i}; η) e^{β z_{i}}]^{v_{i}} exp [- H_{0} (x_{i}; η) e^{β z_{i}}] .

Estimate

(η, β)

by maximum likelihood estimation and test

H_{0} : β = 0

with a likelihood-ratio test, Wald test, or score test. Equality of the two event-time distributions is exactly

β = 0

within this model.

 Ancestors (10)

 View article source

 Discussion (0)

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.

  See all articles in the same topic Create my own version