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Misspecification of Marginal Hazards Models in Multivariate Failure Time Data

Limin X. Clegg, Jianwen Cai, Pranab Kumar Sen and Lawrence L. Kupper
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002)
Vol. 62, No. 1, Biostatistics (Apr., 2000), pp. 25-42
Published by: Springer on behalf of the Indian Statistical Institute
Stable URL: http://www.jstor.org/stable/25053118
Page Count: 18
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Misspecification of Marginal Hazards Models in Multivariate Failure Time Data
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Abstract

Hazard functions for correlated censored data are usually formulated through the Cox regression model in a marginal regression framework. We investigate properties of the maximum pseudo partial likelihood estimator vector under a possibly misspecified marginal Cox regression model. The estimator vector is shown to be consistent for an implicitly defined parameter vector and is asymptotically Gaussian as well, with a covariance matrix that can be consistently estimated. The general results are applied to some special cases, including the case of misspecifying the type of baseline hazards function for the Cox model when the regression functional form is correctly specified. Simulation results confirm that the asymptotic results are applicable for sample sizes seen in practice.

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