Augmented estimation for t‐year survival with censored regression models

Reliable and accurate risk prediction is fundamental for successful management of clinical conditions. Estimating comprehensive risk prediction models precisely, however, is a difficult task, especially when the outcome of interest is time to a rare event and the number of candidate predictors, p, is not very small. Another challenge in developing accurate risk models arises from potential model misspecification. Time‐specific generalized linear models estimated with inverse censoring probability weighting are robust to model misspecification, but may be inefficient in the rare event setting. To improve the efficiency of such robust estimation procedures, various augmentation methods have been proposed in the literature. These procedures can also leverage auxiliary variables such as intermediate outcomes that are predictive of event risk. However, most existing methods do not perform well in the rare event setting, especially when p is not small. In this article, we propose a two‐step, imputation‐based augmentation procedure that can improve estimation efficiency and that is robust to model misspecification. We also develop regularized augmentation procedures for settings where p is not small, along with procedures to improve the estimation of individualized treatment effect in risk reduction. Numerical studies suggest that our proposed methods substantially outperform existing methods in efficiency gains. The proposed methods are applied to an AIDS clinical trial for treating HIV‐infected patients.