Partial Likelihood Function for the Cox Model |
Let denote the
distinct, ordered event times. Let
denote the multiplicity of failures at
; that is,
is the size of the set
of individuals that fail at
. Let
be the weight associated with the
th observation unit in the
th cluster in stratum
. Using this notation, the pseudo-likelihood functions used in PROC SURVEYPHREG to estimate
are described in the following sections.