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Proportional hazards is an assumption of the Cox proportional hazards model of survival analysis and some other models as well. The assumption is that a linear increase in the predictor will have a uniform multiplicative relationship with the hazard.

3 votes
1 answer
369 views

Cox Proportional Hazard Partial Likelihood rigorous derivation

I'm trying to find a rigorous derivation of the partial likelihood for Cox-PH. I find the hand-wavy explanation of Cox in "Partial Likelihood 1975" unsatisfactory: There are 2 points which are diffic …
Maverick Meerkat's user avatar
3 votes
1 answer
91 views

Why can't Cox-PH handle left or interval censoring?

I've been trying to find a mathematical explanation for this. Note, I'm talking about the "classic" Cox-PH, not the extensions given after to incorporate interval/left censoring. In this paper it is c …
Maverick Meerkat's user avatar