- Zero Information in the Two-Sample Mixed Proportional Hazards Model
- Document type
- Working paper
- Faculty of Science (FNWI)
- Korteweg-de Vries Institute for Mathematics (KdVI)
The mixed proportional hazards model generalizes the Cox model by incorporating a random effect. In the case of two samples, it is chiefly determined by a triple consisting of a number representing the treatment effect, the integrated base-line hazard, and the distribution of the unobserved random effect. If the latter has expectation 1, then this triple is known to be identifiable, and the treatment effect is known to have a consistent estimator. We prove that estimators, however, cannot be uniformly square root n consistent, neither in a local nor in a global sense.
If you believe that digital publication of certain material infringes any of your rights or (privacy) interests, please let the Library know, stating your reasons. In case of a legitimate complaint, the Library will make the material inaccessible and/or remove it from the website. Please Ask the Library, or send a letter to: Library of the University of Amsterdam, Secretariat, Singel 425, 1012 WP Amsterdam, The Netherlands. You will be contacted as soon as possible.