On Corrected Score Approach for Proportional Hazards Model with Covariate Measurement Error

Xiao Song and Yijian Huang
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Xiao Song: University of Washington
Yijian Huang: Division of Public Health Sciences, Fred Hutchinson Cancer Research Center

No 1058, UW Biostatistics Working Paper Series from Berkeley Electronic Press

Abstract: In the presence of covariate measurement error with the proportional hazards model, several functional modeling methods have been proposed. These include the conditional score estimator (Tsiatis and Davidian, 2001), the parametric correction estimator (Nakamura, 1992) and the nonparametric correction estimator (Huang and Wang, 2000, 2003) in the order of weaker assumptions on the error. Although they are all consistent, each suffers from potential difficulties with small samples and substantial measurement error. In this article, upon noting that the conditional score and parametric correction estimators are asymptotically equivalent in the case of normal error, we investigate their relative finite sample performance and discover that the former is superior, which may be explained by the unbiasedness of its estimating equation. This finding motivates a general refinement approach to parametric and nonparametric correction methods. The refined correction estimators are asymptotically equivalent to their standard counterparts, but have improved numerical properties. Simulation results and application to an HIV clinical trial are presented.

Keywords: Conditional score; Corrected score; Measurement error; Nonparametric correction; Parametric correction; Proportional hazards; Survival (search for similar items in EconPapers)
Date: 2004-09-16
Note: oai:bepress.com:uwbiostat-1058
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Citations: View citations in EconPapers (1)

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