Estimating the Mixture of Proportional Hazards Model with the Constant Baseline Hazards Function

Cox's proportional hazards model (PHM) has been widely applied in the analysis of lifetime data, and it can be characterized by the baseline hazard function and covariates influencing systems' lifetime, where the covariates describe operating environments (e.g. temperature, pressure, humidity). In this article, we consider the constant baseline hazard function and a discrete random variable of a covariate. The estimation procedure is developed in a parametric framework when there are not only complete data but also incomplete one. The Expectation-Maximization (EM) algorithm is employed to handle the incomplete data problem. Simulation results are presented to illustrate the accuracy and some properties of the estimation results.