Lifetime data classified according to categorical variables under the
proportionality of the hazard functions of response variables for vari
ous treatment combinations is assumed. The proposed model is a combina
tion of Cox's proportional hazards model and ANOVA model. The existenc
e of a solution to the marginal likelihood function is examined for th
e case of 2x2 two-way classification. We provide an easily verifiable
condition for the existence of a unique estimate. (C) 1997 Elsevier Sc
ience Inc.