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Regression Models and Life-Tablesby: D. R. Cox
Journal of the Royal Statistical Society. Series B (Methodological), Vol. 34, No. 2. (1972), pp. 187-220.
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AbstractThe analysis of censored failure times is considered. It is assumed that on each individual are available values of one or more explanatory variables. The hazard function (age-specific failure rate) is taken to be a function of the explanatory variables and unknown regression coefficients multiplied by an arbitrary and unknown function of time. A conditional likelihood is obtained, leading to inferences about the unknown regression coefficients. Some generalizations are outlined.
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