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The corrected likelihood approach for adjusting measurement error in Cox’s model

Author

Listed:
  • Anu Susan George

    (Cochin University of Science and Technology)

  • G. Asha

    (Cochin University of Science and Technology)

Abstract

While dealing with survival data, we may come across situations where some of the covariate(s) affecting the failure time are prone to measurement error. Further, the effect of the model covariates on the event time may vary for different groups in the underlying population. The paper discusses about modeling and estimating the effect of mis-measured model covariates on the event times, where the effects are dependent on an auxiliary covariate that categorizes the population into groups. A corrected likelihood approach that can eliminate the bias due to the measurement error, is used to estimate the parameters.

Suggested Citation

  • Anu Susan George & G. Asha, 2025. "The corrected likelihood approach for adjusting measurement error in Cox’s model," Computational Statistics, Springer, vol. 40(8), pages 4441-4474, November.
    • Handle: RePEc:spr:compst:v:40:y:2025:i:8:d:10.1007_s00180-025-01613-6
    DOI: 10.1007/s00180-025-01613-6
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    References listed on IDEAS

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    1. Yi Li & Louise Ryan, 2004. "Survival Analysis With Heterogeneous Covariate Measurement Error," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 724-735, January.
    2. Xiao Song & Marie Davidian & Anastasios A. Tsiatis, 2002. "A Semiparametric Likelihood Approach to Joint Modeling of Longitudinal and Time-to-Event Data," Biometrics, The International Biometric Society, vol. 58(4), pages 742-753, December.
    3. Xiaomei Liao & David M. Zucker & Yi Li & Donna Spiegelman, 2011. "Survival Analysis with Error-Prone Time-Varying Covariates: A Risk Set Calibration Approach," Biometrics, The International Biometric Society, vol. 67(1), pages 50-58, March.
    4. Chengcheng Hu & D. Y. Lin, 2002. "Cox Regression with Covariate Measurement Error," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(4), pages 637-655, December.
    5. Yi Li & Louise Ryan, 2006. "Inference on Survival Data with Covariate Measurement Error – An Imputation‐based Approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(2), pages 169-190, June.
    6. Chris Elbers & Geert Ridder, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(3), pages 403-409.
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