PROC SURVEYPHREG: Partial Likelihood Function for the Cox Model

The SURVEYPHREG Procedure

Partial Likelihood Function for the Cox Model

Let $\text{[math]}$ denote the $\text{[math]}$ distinct, ordered event times. Let $\text{[math]}$ denote the multiplicity of failures at $\text{[math]}$ ; that is, $\text{[math]}$ is the size of the set $\text{[math]}$ of individuals that fail at $\text{[math]}$ . Let $\text{[math]}$ be the weight associated with the $\text{[math]}$ th observation unit in the $\text{[math]}$ th cluster in stratum $\text{[math]}$ . Using this notation, the pseudo-likelihood functions used in PROC SURVEYPHREG to estimate $\text{[math]}$ are described in the following sections.