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.

Disciplines

Epidemiology | Statistical Methodology | Statistical Models | Statistical Theory | Survival Analysis