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

Author

Listed:
  • Xiao Song

    (University of Washington)

  • Yijian Huang

    (Division of Public Health Sciences, Fred Hutchinson Cancer Research Center)

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.

Suggested Citation

  • Xiao Song & Yijian Huang, 2004. "On Corrected Score Approach for Proportional Hazards Model with Covariate Measurement Error," UW Biostatistics Working Paper Series 1058, Berkeley Electronic Press.
    • Handle: RePEc:bep:uwabio:1058
    Note: oai:bepress.com:uwbiostat-1058
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    References listed on IDEAS

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    1. Huang Y. & Wang C.Y., 2001. "Consistent Functional Methods for Logistic Regression With Errors in Covariates," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1469-1482, December.
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    Cited by:

    1. Xiao Song & Yijian Huang, 2005. "On Corrected Score Approach for Proportional Hazards Model with Covariate Measurement Error," Biometrics, The International Biometric Society, vol. 61(3), pages 702-714, September.

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