Failure Time Regression With Continuous Covariates Measured With Error
连续协变量存在测量误差时的失效时间回归
Summary We consider failure time regression analysis with an auxiliary variable in the presence of a validation sample. We extend the nonparametric inference procedure of Zhou and Pepe to handle a continuous auxiliary or proxy covariate. We estimate the induced relative risk function with a kernel smoother and allow the selection probability of the validation set to depend on the observed covariates. We present some asymptotic properties for the kernel estimator and provide…