An Accurate Computational Approach for Partial Likelihood Using Poisson-Binomial Distributions

TL;DR

This paper introduces an exact computational method for the Cox model's partial likelihood using Poisson-binomial distributions, improving accuracy especially with tied data and high variability.

Contribution

It proposes a novel, exact partial likelihood computation method for the Cox model that unifies handling tied and continuous data, enhancing estimation accuracy.

Findings

Reduces bias and mean squared error in estimates.

Improves confidence interval coverage rates.

Outperforms existing methods in simulations and real data.

Abstract

In a Cox model, the partial likelihood, as the product of a series of conditional probabilities, is used to estimate the regression coefficients. In practice, those conditional probabilities are approximated by risk score ratios based on a continuous time model, and thus result in parameter estimates from only an approximate partial likelihood. Through a revisit to the original partial likelihood idea, an accurate partial likelihood computing method for the Cox model is proposed, which calculates the exact conditional probability using the Poisson-binomial distribution. New estimating and inference procedures are developed, and theoretical results are established for the proposed computational procedure. Although ties are common in real studies, current theories for the Cox model mostly do not consider cases for tied data. In contrast, the new approach includes the theory for grouped data, which allows ties, and also includes the theory for continuous data without ties, providing a unified framework for computing partial likelihood for data with or without ties. Numerical results show that the proposed method outperforms current methods in reducing bias and mean squared error, while achieving improved confidence interval coverage rates, especially when there are many ties or when the variability in risk scores is large. Comparisons between methods in real applications have been made.