Proportional hazards model with covariates subject to measurement error

Biometrics. 1992 Sep;48(3):829-38.

Abstract

When covariates of a proportional hazards model are subject to measurement error, the maximum likelihood estimates of regression coefficients based on the partial likelihood are asymptotically biased. Prentice (1982, Biometrika 69, 331-342) presents an example of such bias and suggests a modified partial likelihood. This paper applies the corrected score function method (Nakamura, 1990, Biometrika 77, 127-137) to the proportional hazards model when measurement errors are additive and normally distributed. The result allows a simple correction to the ordinary partial likelihood that yields asymptotically unbiased estimates; the validity of the correction is confirmed via a limited simulation study.

Publication types

  • Research Support, U.S. Gov't, P.H.S.

MeSH terms

  • Adult
  • Aged
  • Analysis of Variance
  • Bias*
  • Humans
  • Japan
  • Mathematics
  • Middle Aged
  • Nuclear Warfare*
  • Proportional Hazards Models*
  • Regression Analysis
  • Survival Analysis