Weighted Least Squares Method for the Accelerated Failure Time Model with Auxiliary Covariates
- 4 Downloads
This paper deals with the analysis of accelerated failure time model when the primary covariate is subject to missing. We assume that the true covariate is measured precisely on a randomly chosen validation set, whereas auxiliary information for primary covariate is available to all study subjects. The asymptotic properties for the proposed estimator are developed and the simulation studies show that the efficiency gain is remarkable compared to the method using only the validation sample. A real example is also provided as an illustration.
KeywordsSurvival analysis accelerated failure time model auxiliary covariates validation sample weighted least squares estimation
MR(2010) Subject Classification62N01 62N02
Unable to display preview. Download preview PDF.
This work is funded in part by the National Science Foundation of China grants NSFC (Grant No. 11571263). The authors very grateful to the helpful comments of the Co-Editor, Associate Editor and referees that substantially improved the presentation of the paper.
- Cox D. R., Oakes D.: Analysis of Survival Data. Chanman and Hall, London, 1984Google Scholar
- Kaplan, E., Meyer, P.: Nonparametric estimation for incomplete observation. Journal of the American Statistical Association, 53, (1958)Google Scholar