Mimicking Cox-Regression
Abstract A class of objective functions, related to the Cox partial likelihood, that generates unbiased estimating equations is proposed. These equations allow for estimation of interest parameters when nuisance parameters are proportional to expectations. Examples of the objective functions are applied to binary data with a log-link in three situations: independent observations, independent groups of observations with common random intercept and discrete survival data. It is pointed out that the Peto–Breslow approximation to the partial likelihood with discrete failure times fits a conditional model with a log-link.