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Biometrika 1982 69(3):539-545; doi:10.1093/biomet/69.3.539
© 1982 by Biometrika Trust
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Efficiency of Cox's model in estimating regression parameters with grouped survival data

WILLIAM H. STEWART and DONALD A. PIERCE

Department of Statistics, Oklahoma Stale University Stillwater, Oklahoma, U.S.A
Department of Statistics, Oregon State University Corvallis, Oregon, U.S.A.

The efficiency of nonparametric survival analysis (Cox, 1972, 1975) relative to parametric analysis is examined for grouped data. This setting avoids the difficulties of partial likelihood and allows standard likelihood methods to apply. The results obtained here are similar to published results for ungrouped data, but are perhaps more easily understood. Some insight is also gained for problems involving time-dependent covariables and for problems with many covariables.

Key Words: Asymptotic relative efficiency • Censored data • Cox's model • Grouped survival data • Hazard function


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