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Biometrika 1986 73(2):363-369; doi:10.1093/biomet/73.2.363
© 1986 by Biometrika Trust
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Misspecified proportional hazard models

C. A. STRUTHERS and J. D. KALBFLEISCH

Department of Statistics and Actuarial Science, University of Waterloo Waterloo, Ontario, Canada N2L 3G1

The properties of an estimator based on a proportional hazards model are investigated when the model is incorrect. The estimator from the partial likelihood is shown to be consistent for a parameter that is defined implicitly. The results are used to investigate the effects on estimation if the true model is accelerated failure time, or if covariates are omitted from the proportional hazards model.

Key Words: Accelerated failure time • Estimation • Failure time model • Model misspecification • Partial likelihood • Proportional hazards


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