Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP)
Vol 4 No 1 (2012): Jurnal Ilmiah Matematika dan Pendidikan Matematika

ESTIMASI PARAMETER PADA MODEL COX MULTIVARIAT DENGAN METODE MAXIMUM PARTIAL LIKELIHOOD ESTIMATION

Irfan Wahyudi (Jurusan Statistika FMIPA ITS)
Purhadi Purhadi (Jurusan Statistika FMIPA ITS)
Sutikno Sutikno (Jurusan Statistika FMIPA ITS)
Irhamah Irhamah (Jurusan Statistika FMIPA ITS)



Article Info

Publish Date
29 Jun 2012

Abstract

Multivariate Cox proportional hazard models have ratio property, that is the ratio of hazard functions for two individuals with covariate vectors z1 and z2 are constant (time independent). In this study we talk about estimation of prameters on multivariate Cox model by using Maximum Partial Likelihood Estimation (MPLE) method. To determine the appropriate estimators that maximize the ln-partial likelihood function, after a score vector and a Hessian matrix are found, numerical iteration methods are applied. In this case, we use a Newton Raphson method. This numerical method is used since the solutions of the equation system of the score vector after setting it equal to zero vector are not closed form. Considering the studies about multivariate Cox model are limited, including the parameter estimation methods, but the methods are urgently needed by some fields of study related such as economics, engineering and medical sciences. For this reasons, the goal of this study is designed to develop parameter estimation methods from univariate to multivariate cases.

Copyrights © 2012






Journal Info

Abbrev

jmp

Publisher

Subject

Mathematics

Description

JMP is a an open access journal which publishes research articles, reviews, case studies, guest edited thematic issues and short communications/letters in all areas of mathematics, applied mathematics, applied commutative algebra and algebraic geometry, mathematical biology, physics and engineering, ...