Efficient Computation of Subset Selection Probabilities with Application to Cox Regression

David M. DeLong, George H. Guirguis, Ying So · Biometrika · 1994

An efficient method is presented to compute the probability of selection of a specified subset from the set of all subsets of a fixed size where the subsets are taken from a population whose units have varying individual probabilities of selection. The problem is motivated by the computation of the exact marginal likelihood for the Cox proportional hazards model.

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