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approximation
2011 Jul 22
3
Cox model approximaions (was "comparing SAS and R survival....)
For time scale that are truly discrete Cox proposed the "exact partial
likelihood". I call that the "exact" method and SAS calls it the
"discrete" method. What we compute is precisely the same, however they
use a clever algorithm which is faster. To make things even more
confusing, Prentice introduced an "exact marginal likelihood" which is
not