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Article Dans Une Revue Computational Statistics Année : 2007

Selection between proportional and stratified hazards models based on expected log-likelihood

Résumé

The problem of selecting between semi-parametric and proportional hazards models is considered. We propose to make this choice based on the expectation of the log-likelihood (ELL) which can be estimated by the likelihood cross-validation (LCV) criterion. The criterion is used to choose an estimator in families of semi-parametric estimators defined by the penalized likelihood. A simulation study shows that the ELL criterion performs nearly as well in this problem as the optimal Kullback-Leibler criterion in term of Kullback-Leibler distance and that LCV performs reasonably well. The approach is applied to a model of age-specific risk of dementia as a function of sex and educational level from the data of a large cohort study.
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Dates et versions

inserm-00366565 , version 1 (09-03-2009)

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Benoit Liquet, Jérôme Saracco, Daniel Commenges. Selection between proportional and stratified hazards models based on expected log-likelihood. Computational Statistics, 2007, 22 (4), pp.619-634. ⟨10.1007/s00180-007-0079-3⟩. ⟨inserm-00366565⟩
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