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Journal of the American Statistical Association Volume 72, 1977 - Issue 359
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Theory and Method

The Efficiency of Cox's Likelihood Function for Censored Data

Bradley Efron Department of Statistics and Biostatistics, Stanford University, Stanford, CA, 94305, USA
Pages 557-565 | Received 01 May 1976, Published online: 05 Apr 2012
 
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Abstract

D.R. Cox has suggested a simple method for the regression analysis of censored data. We carry out an information calculation which shows that Cox's method has full asymptotic efficiency under conditions which are likely to be satisfied in many realistic situations. The connection of Cox's method with the Kaplan-Meier estimator of a survival curve is made explicit.

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