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Fitting the Proportional Hazards Model for Interval Censored data

by William Goggins
Questions regarding this item should be sent to Dianne Finkelstein.

This program is a Monte Carlo EM (MCEM) algorithm for fitting the proportional hazards model for interval censored failure time data. The algorithm generates orderings of the failures from their probability distribution under the model. We maximize the average of the log-likelihoods from these completed data sets to obtain updated parameter estimates. As with the standard Cox (1972) model, this algorithm does not require the estimation of the baseline hazard function. The method is described in the paper Goggins W, Finkelstein DM and Zaslavsky A. Applying the Cox Proportional Hazards Model when the Change Time of a Binary Time-Varying Covariate is Interval-Censored. Biometrics 1999;55: 445-451


(the SPARC object file above means that using this software requires access to a SPARC-based Sun workstation with S installed on it.)