Semi-parametric estimation of the hazard function in a model with covariate measurement error

arXivmath/0606192MaRDI QIDQ6477334FDOQ6477334

Authors: Marie-Laure Martin-Magniette, Marie-Luce Taupin 

Publication date: 8 June 2006

Abstract: We consider a model where the failure hazard function, conditional on a covariate $Z$ is given by $$, with $$. The baseline hazard function $et{a}_{gamm{a}^0}$ and relative risk $$ belong both to parametric families. The covariate $Z$ is measured through the error model $U=Z+epsilon$ where $epsilon$ is independent from $Z$, with known density $f_{e}psilon$. We observe a $n$-sample $(X_i,D_i,U_i)$, $i=1,\mathrm{...},n$, where $X_i$ is the minimum between the failure time and the censoring time, and $D_i$ is the censoring indicator. We aim at estimating $het{a}^0$ in presence of the unknown density $g$. Our estimation procedure based on least squares criterion provide two estimators. The first one minimizes an estimation of the least squares criterion where $g$ is estimated by density deconvolution. Its rate depends on the smoothnesses of $f_{e}psilon$ and $$ as a function of $z$,. We derive sufficient conditions that ensure the $sqrtn$-consistency. The second estimator is constructed under conditions ensuring that the least squares criterion can be directly estimated with the parametric rate. These estimators, deeply studied through examples are in particular $sqrtn$-consistent and asymptotically Gaussian in the Cox model and in the excess risk model, whatever is $f_{e}psilon$.

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) General nonlinear regression (62J02) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

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