Abstract: We considered the model averaging problem of the proportional hazard model in  the right-censored data with fragmentary covariates. We first used the maximum likelihood estimation method  to estimate the parameters in the model, and then used the model averaging method based on the information criterion  to select the weights. The simulation results show that the model averaging method has higher prediction accuracy than the model selection method, and  the superiority and feasibility of the proposed method are verified by the analysis of breast cancer examples.

Key words: right-censored data, fragmentary covariate, model averaging, proportional hazard model, information criterion