BIRS Workshop Lecture Videos
On heteroscedastic covariate measurement error in Cox regression Huang, Yijian
Many survival studies have error-contaminated covariates, which may lack a gold standard of measurement. Furthermore, the error distribution can depend on the true covariates but the dependence structure is typically diﬃcult to quantify; heteroscedasticity is a common manifestation. In this talk, we suggest an additive measurement error model in this circumstance, and develop a functional modeling method for Cox regression when an instrumental variable is available. The estimated regression coeﬃcients are consistent and asymptotically normal. Preliminary numerical studies, including simulations, will be provided.
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