At-risk process 2026-09-24
An at-risk process indicates or counts which individuals belong to the risk set at each time.
Under the null hypothesis of equal event-time distributions, every member of the combined risk set has the same instantaneous chance of being the next event. Conditional on one event at and on the two risk-set sizes,
so
The risk set at event time contains individuals still under observation and event-free immediately before . For group its size is
The use of keeps the individual who experiences the event at in the risk set just before that event.
The variance of an estimated hazard increment is large when its group has few individuals in the risk set. The log-rank weights are near zero when either or is small and are largest when both groups retain substantial information. They therefore suppress noisy late-event comparisons and weight each observed-minus-expected event by its available information. Unit weights would instead give equal influence to unstable increments from depleted risk sets.
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.
For each observed event with , let be its risk set. The Cox partial likelihood is
Maximize it to obtain , estimate its variance from the observed partial information, and test using a partial likelihood-ratio test, Wald test, or score test. A positive fitted coefficient means the group with has the larger hazard.
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.
Construct the two countries' period-specific risk sets with the same left truncation and right censoring rules, then compare their event counts by a Log-rank test. This is a nonparametric comparison because it does not specify the shape of either country's hazard function.