Group Duration Analysis of the Proportional Hazard Model: Minimum Chi-squared Estimators and Specification Tests
比例风险模型的分组持续时间分析:最小卡方估计与设定检验
This article develops a semiparametric, minimum chi-squared estimation method of the proportional hazard model for the case when durations are grouped and covariates are categorical. The proposed estimator is easy to compute, yet asymptotically as efficient as the maximum likelihood estimator. This article also suggests simple specification tests for the proportional hazard model. If proportionality holds, then two sets of minimum chi-squared estimators, one from a further…