Locally Efficient Semiparametric Estimators for Proportional Hazards Models with Measurement Error

Scand Stat Theory Appl. 2016 Jun;43(2):558-572. doi: 10.1111/sjos.12191. Epub 2015 Nov 6.

Abstract

We propose a new class of semiparametric estimators for proportional hazards models in the presence of measurement error in the covariates, where the baseline hazard function, the hazard function for the censoring time, and the distribution of the true covariates are considered as unknown infinite dimensional parameters. We estimate the model components by solving estimating equations based on the semiparametric efficient scores under a sequence of restricted models where the logarithm of the hazard functions are approximated by reduced rank regression splines. The proposed estimators are locally efficient in the sense that the estimators are semiparametrically efficient if the distribution of the error-prone covariates is specified correctly, and are still consistent and asymptotically normal if the distribution is misspecified. Our simulation studies show that the proposed estimators have smaller biases and variances than competing methods. We further illustrate the new method with a real application in an HIV clinical trial.

Keywords: Cox model; errors-in-variables; semiparametric efficiency; spline; survival analysis.