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Improving estimation efficiency for multivariate failure time data with auxiliary covariates

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  • Lin Zhu
  • Feifei Yan

Abstract

For the analysis of multivariate failure time data when the primary covariates are incomplete but the auxiliary covariates for them are available for the whole cohort subjects, an estimated quadratic inference function method is developed to improve the estimation efficiency under the marginal hazard model with common baseline hazard function. Both the auxiliary information and the intra-cluster correlation between the failure times are incorporated in the estimation procedure. The proposed estimator is shown to be consistent and asymptotically normal. Simulation studies demonstrate that when the intra-cluster correlation is strong or moderate, the proposed method gains noticeable efficiency compared to other existing methods.

Suggested Citation

  • Lin Zhu & Feifei Yan, 2024. "Improving estimation efficiency for multivariate failure time data with auxiliary covariates," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(1), pages 260-275, January.
    • Handle: RePEc:taf:lstaxx:v:53:y:2024:i:1:p:260-275
    DOI: 10.1080/03610926.2022.2077960
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