On penalized likelihood estimation for a non-proportional hazards regression model

Karthik Devarajan, Nader Ebrahimi

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, a semi-parametric generalization of the Cox model that permits crossing hazard curves is described. A theoretical framework for estimation in this model is developed based on penalized likelihood methods. It is shown that the optimal solution to the baseline hazard, baseline cumulative hazard and their ratio are hyperbolic splines with knots at the distinct failure times.

Original languageEnglish
Pages (from-to)1703-1710
Number of pages8
JournalStatistics and Probability Letters
Volume83
Issue number7
DOIs
StatePublished - Jul 2013

Keywords

  • Censored survival data analysis
  • Crossing hazards
  • Penalized likelihood
  • Proportional hazards
  • Spline

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