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Biometrika 1982 69(3):547-552; doi:10.1093/biomet/69.3.547
© 1982 by Biometrika Trust
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Consistency and efficiency of inferences with the partial likelihood

ERIC V. SLUD

Department of Mathematics, University of Maryland College Park, Maryland, U.S.A

Under various parameterizations of the two-sample survival problem with nuisance hazards and fixed or independent right-censoring, the consistency and efficiency of maximum partial likelihood estimators and partial likelihood score tests are investigated rigorously. Consistency of estimation is shown to be typical but full efficiency of tests seems to hold generally only when regression parameters and nuisance parameters enter the hazard function symmetrically.

Key Words: Censored survival datat • Consistency • Efficiency • Maximum partial likelihood estimation • Partial likelihood score • Two-sample problem


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