TY - JOUR
T1 - Cure rate model with mismeasured covariates under transformation
AU - Ma, Yanyuan
AU - Yin, Guosheng
N1 - Funding Information:
Yanyuan Ma is Professor, Institute of Statistics, University of Neuchâtel, Switzerland (E-mail: [email protected]). Guosheng Yin is Assistant Professor, Department of Biostatistics, M. D. Anderson Cancer Center, University of Texas, Houston, TX 77030 (E-mail: [email protected]). This work was supported in part by a grant from the Swiss National Science Foundation and a grant from the U.S. Department of Defense (W81XWH-05-2-0027). The authors thank the editor, the associate editor, and two anonymous referees for their insightful and constructive comments that improved the manuscript.
PY - 2008/6
Y1 - 2008/6
N2 - Cure rate models explicitly account for the survival fraction in failure time data. When the covariates are measured with errors, naively treating mismeasured covariates as error-free would cause estimation bias and thus lead to incorrect inference. Under the proportional hazards cure model, we propose a corrected score approach as well as its generalization, and implement a transformation on the mismeasured covariates toward error additivity and/or normality. The corrected score equations can be easily solved through the backfitting procedure, and the biases in the parameter estimates are successfully eliminated. We show that the proposed estimators for the regression coefficients are consistent and asymptotically normal. We conduct simulation studies to examine the finite-sample properties of the new method and apply it to a real data set for illustration.
AB - Cure rate models explicitly account for the survival fraction in failure time data. When the covariates are measured with errors, naively treating mismeasured covariates as error-free would cause estimation bias and thus lead to incorrect inference. Under the proportional hazards cure model, we propose a corrected score approach as well as its generalization, and implement a transformation on the mismeasured covariates toward error additivity and/or normality. The corrected score equations can be easily solved through the backfitting procedure, and the biases in the parameter estimates are successfully eliminated. We show that the proposed estimators for the regression coefficients are consistent and asymptotically normal. We conduct simulation studies to examine the finite-sample properties of the new method and apply it to a real data set for illustration.
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U2 - 10.1198/016214508000000319
DO - 10.1198/016214508000000319
M3 - Article
AN - SCOPUS:49549125190
SN - 0162-1459
VL - 103
SP - 743
EP - 756
JO - Journal of the American Statistical Association
JF - Journal of the American Statistical Association
IS - 482
ER -