论文信息 - Bias correction in the cox regression model

Bias correction in the cox regression model

We derive general formulae for second-order biases of maximum partial likelihood estimates for the Cox regression model that are easy to compute and yield bias-corrected maximum partial likelihood estimates to order n −1. Monte Carlo simulations indicate smaller biases without variance inflation. †On sabbatical leave from the Departamento de Estatística, Universidade Federal de Minas Gerais, 31270-901 – Belo Horizonte – MG, Brazil.

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