© 1994 by Biometrika Trust
MISCELLANEA |
Efficient computation of subset selection probabilities with application to Cox regression
1 Division of Biometry, Duke University Durham, North Carolina 27710, U.S.A.
2 SAS Institute Inc., SAS Campus Drive Cary, North Carolina 27513, U.S.A.
Received for publication 1 April 1993.
Revision received 1 April 1994.
| Abstract |
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An efficient method is presented to compute the probability of selection of a specified subset from the set of all subsets of a fixed size where the subsets are taken from a population whose units have varying individual probabilities of selection. The problem is motivated by the computation of the exact marginal likelihood for the Cox proportional hazards model.
Key Words: Algorithm Interval censoring Maximum likelihood estimation Proportional hazards model Survival analysis
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