Cox regression of clustered event times with covariates missing not at random

Li Liu, Yanyan Liu, Yi Xiong and X. Joan Hu

Scandinavian Journal of Statistics, 2019, vol. 46, issue 4, 1315-1346

Abstract: Motivated by a recent tuberculosis (TB) study, this paper is concerned with covariates missing not at random (MNAR) and models the potential intracluster correlation by a frailty. We consider the regression analysis of right‐censored event times from clustered subjects under a Cox proportional hazards frailty model and present the semiparametric maximum likelihood estimator (SPMLE) of the model parameters. An easy‐to‐implement pseudo‐SPMLE is then proposed to accommodate more realistic situations using readily available supplementary information on the missing covariates. Algorithms are provided to compute the estimators and their consistent variance estimators. We demonstrate that both the SPMLE and the pseudo‐SPMLE are consistent and asymptotically normal by the arguments based on the theory of modern empirical processes. The proposed approach is examined numerically via simulation and illustrated with an analysis of the motivating TB study data.

Date: 2019
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https://doi.org/10.1111/sjos.12409

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:46:y:2019:i:4:p:1315-1346

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