Authors
O Chernova, A Kukush
Description
Background: The Cox proportional hazards (PH) model is a regression model that can be used in medical research, engineering, finance or insurance for investigating the association between the survival time (the so-called lifetime) of an object and predictor variables. In practice, some covariates could be measured with errors, which, if ignored, may lead to biased estimation and erroneous inference, see Wallace [1]. The Cox PH model with measurement errors have been studied, among others, by Kong & Gu [2] and Augustin [3]. Firstly, the vector of regression parameters is estimated and then one gets estimator of the cumulative baseline hazard rate. In our approach the baseline hazard rate belongs to an unbounded set of nonnegative Lipschitz functions, and is estimated itself together with the vector of regression parameters.
Methods: We investigate the Cox proportional hazards model for right-censored data …