In this paper, the partially varying coefficient single index proportional hazards regression models are discussed. All unknown functions are fitted by polynomial B splines. The index parameters and B-spline coefficients are estimated by the partial likelihood method and a two-step Newton-Raphson algorithm. Consistency and asymptotic normality of the estimators of all the parameters are derived. Through a simulation study and the VA data example, we illustrate that the proposed estimation procedure is accurate, rapid and stable.
['Jianbo Li', 'Riquan Zhang']
Partially varying coefficient single index proportional hazards regression models