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Biometrika 1994 81(3):607-611; doi:10.1093/biomet/81.3.607
© 1994 by Biometrika Trust
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MISCELLANEA

Efficient computation of subset selection probabilities with application to Cox regression

DAVID M. DELONG1, GEORGE H. GUIRGUIS2 and YING C. SO2

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

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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