Estimation in the semiparametric accelerated failure time model with missing covariates: improving efficiency through augmentation.

ABSTRACT: This paper considers linear regression with missing covariates and a right censored outcome. We first consider a general two-phase outcome sampling design, where full covariate information is only ascertained for subjects in phase two and sampling occurs under an independent Bernoulli sampling scheme with known subject-specific sampling probabilities that depend on phase one information (e.g., survival time, failure status and covariates). The semiparametric information bound is derived for estimating the regression parameter in this setting. We also introduce a more practical class of augmented estimators that is shown to improve asymptotic efficiency over simple but inefficient inverse probability of sampling weighted estimators. Estimation for known sampling weights and extensions to th

SUBMITTER: Steingrimsson JA 

PROVIDER: S-EPMC7540935 | biostudies-literature | 2017

REPOSITORIES: biostudies-literature