WITHDRAWN - Efficient Estimator of Semiparametric Extended Hazard Model

• Author(s): Yi-Kuan Tseng and Ken-Ning Shu
• Keywords: Accelerated failure time model ; Cox model ; Extended hazard model ; Efficient estimation ; Kernel smooth ; Proportional hazards assumption

Abstract

This study attempt to propose an efficient estimation for an extended hazard (EH) model, which includes the Cox proportional hazard (PH) and the accelerated failure time (AFT) models as special cases. The efficient estimation is derived from a kernel-smoothed profile likelihood function, which is a continuous and monotone function such that optimization can be achieved by gradient method. Due to the nested structure of EH model, model selection between PH and AFT models can be done through likelihood ratio test. Simulation studies demonstrated that the test of proportional hazard assumption may not provide the validity of using Cox model. The extended hazard model helps to solve the limitation of test of proportionality.