Information bounds for Cox regression models with missing data.

DOI10.1214/009053604000000157MaRDI QIDQ1879951zbMATH OpenOpenAlexFDO

Authors Bin Nan, Mary J. Emond, Jon A. Wellner

Publication date 15 September 2004

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0406452

zbMATH Keywords

Cox modelmissing at randomregression modelssurvival analysisstratificationintegral equationscorestangent spacecase-cohort designefficient scoretangent setinformation boundefficient influence functionleast favorable directionmartingale operatorsmean residual life operators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in survival analysis and censored data (62N02) Applications of functional analysis in probability theory and statistics (46N30) Approximations to statistical distributions (nonasymptotic) (62E17)

Abstract: We derive information bounds for the regression parameters in Cox models when data are missing at random. These calculations are of interest for understanding the behavior of efficient estimation in case-cohort designs, a type of two-phase design often used in cohort studies. The derivations make use of key lemmas appearing in Robins, Rotnitzky and Zhao [J. Amer. Statist. Assoc. 89 (1994) 846-866] and Robins, Hsieh and Newey [J. Roy. Statist. Soc. Ser. B 57 (1995) 409-424], but in a form suited for our purposes here. We begin by summarizing the results of Robins, Rotnitzky and Zhao in a form that leads directly to the projection method which will be of use for our model of interest. We then proceed to derive new information bounds for the regression parameters of the Cox model with data Missing At Random (MAR). In the final section we exemplify our calculations with several models of interest in cohort studies, including an i.i.d. version of the classical case-cohort design of Prentice [Biometrika 73 (1986) 1-11]

Recommendations

• Cox Regression with Incomplete Covariate Measurements
• Root- estimability of some missing data models
• Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model
• Efficient estimation for case-cohort studies
• Estimation in the Cox Model with Missing Covariate Data

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Cited in

(14)

• Z-estimation and stratified samples: application to survival models
• Information bounds and efficient estimation in a class of censored transformation models
• Large sample theory for semiparametric regression models with two-phase, outcome dependent sampling.
• Root- estimability of some missing data models
• Semiparametric likelihood estimation in survival models with informative censoring
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• Weighted Likelihood for Semiparametric Models and Two‐phase Stratified Samples, with Application to Cox Regression
• Estimation and inference based on Neumann series approximation to locally efficient score in missing data problems

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