bis anunknownregression coe‰cient. The estimation ofband subsequent
analyses are performed as follows. Denote the ordered distinct death times by
t 1 <t 2 <<tmand letRibe the risk set just before timeti,nithe number of subjects inRi,Di
the death set at timeti,dithe number of subjects (i.e., deaths) inDi, andCithe
collection of all possible combinations of subjects fromRi. Each combination,
or subset ofRi, hasdimembers, andDiis itself one of these combinations. For
example, if three subjects (A, B, and C) are at risk just before timetiand two of
them (A and B) die atti, then
Ri¼fA;B;Cg ni¼ 3
Di¼fA;Bg di¼ 2
Ci¼ffA;Bg¼Di;fA;Cg;fB;CggThe product of the probabilities,
L¼
Ymi¼ 1PrðdijRi;diÞ¼
Ymi¼ 1expðbsiÞ
P
CiexpðbsuÞwill serve as a likelihood function, called thepartial likelihood function,in
which
si¼X
Dixjsu¼X
Duxj DuACi11.3.2 Measures of Association
We first consider the case of a binary covariate with the conventional coding
Xi¼0 if the patient is not exposed
1 if the patient is exposedHere, the term exposedmay refer to a risk factor such as smoking, or a
patient’s characteristic such as race (white/nonwhite) or gender (male/female).
It can be seen that from the proportional hazards model,
392 ANALYSIS OF SURVIVAL DATA