title: Multivariate Failure Times Regression with a Continuous Auxiliary Covariate.
abstract: How to take advantage of the available auxiliary covariate information when the primary covariate of interest is not measured is a frequently encountered question in biomedical study. In this paper, we consider the multivariate failure times regression analysis in which the primary covariate is assessed only in a validation set but a continuous auxiliary covariate for it is available for all subjects in the study cohort. Under the frame of marginal hazard model, we propose to estimate the induced relative risk function in the nonvalidation set through kernel smoothing method and then obtain an estimated pseudo-partial likelihood function. The proposed estimated pseudo-partial likelihood estimator is shown to be consistent and asymptotically normal. We also give an estimator of the marginal cumulative baseline hazard function. Simulations are conducted to evaluate the finite sample performance of our proposed estimator. The proposed method is illustrated by analyzing a heart disease data from Studies of Left Ventricular Dysfunction (SOLVD).
authors.affiliation: School of Mathematics and Statistics, Wuhan University, Wuhan, Hubei 430072, P. R. China.
authors.forename: Yanyan
authors.initials: Y
authors.lastname: Liu
authors.forename: Yuanshan
authors.initials: Y
authors.lastname: Wu
authors.forename: Haibo
authors.initials: H
authors.lastname: Zhou