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

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.

Published
2012-06-29
How to Cite
WAHYUDI, Irfan et al. ESTIMASI PARAMETER PADA MODEL COX MULTIVARIAT DENGAN METODE MAXIMUM PARTIAL LIKELIHOOD ESTIMATION. Jurnal Ilmiah Matematika dan Pendidikan Matematika, [S.l.], v. 4, n. 1, p. 185 - 196, june 2012. ISSN 2550-0422. Available at: <http://jos.unsoed.ac.id/index.php/jmp/article/view/2954>. Date accessed: 08 feb. 2023. doi: https://doi.org/10.20884/1.jmp.2012.4.1.2954.

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