ABSTRACT
We study a general class of piecewise Cox models. We discuss the computation of the semi-parametric maximum likelihood estimates (SMLE) of the parameters, with right-censored data, and a simplified algorithm for the maximum partial likelihood estimates (MPLE). Our simulation study suggests that the relative efficiency of the PMLE of the parameter to the SMLE ranges from 96% to 99.9%, but the relative efficiency of the existing estimators of the baseline survival function to the SMLE ranges from 3% to 24%. Thus, the SMLE is much better than the existing estimators.
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Acknowledgment
The authors thank the editor and a referee for valuable comments on the article.
Funding
Funding for George Wong is provided by American Foundation For Chinese Medicine, and for Michael Osborne by Strang Cancer Prevention Institute. Qiqing Yu is partially supported by NSF Grant DMS-1106432.