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An Extension of Partial Likelihood Methods for Proportional Hazard Models to General Transformation Models

An Extension of Partial Likelihood Methods for Proportional Hazard Models to General Transformation Models

Estimates of the linear model parameters in a linear transformation model with unknown increasing transformation are obtained by maximizing a partial likelihood. A resampling scheme (likelihood sampler) is used to compute the maximum partial likelihood estimates. It is shown that for a certain "local" parameter set where the "signal to …