Skip to main content
Log in

A class of weighted estimating equations for additive hazard models with covariates missing at random

  • Articles
  • Published:
Science China Mathematics Aims and scope Submit manuscript

Abstract

Missing covariate data arise frequently in biomedical studies. In this article, we propose a class of weighted estimating equations for the additive hazard regression model when some of the covariates are missing at random. Time-specific and subject-specific weights are incorporated into the formulation of weighted estimating equations. Unified results are established for estimating selection probabilities that cover both parametric and non-parametric modeling schemes. The resulting estimators have closed forms and are shown to be consistent and asymptotically normal. Simulation studies indicate that the proposed estimators perform well for practical settings. An application to a mouse leukemia study is illustrated.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Breslow N E, Day N E. Statistical Models in Cancer Research 2: The Design and Analysis of Cohort Studies. Lyon: International Agency for Research on Cancer, 1987

  2. Chen H Y, Little R J A. Proportional hazards regression with missing covariates. J Amer Statist Assoc, 1999, 94: 896–908

    Article  MathSciNet  Google Scholar 

  3. Cox D R. Regression models and life-tables (with discussion). J R Stat Soc Ser B Stat Methodol, 1972, 34: 187–220

    MATH  Google Scholar 

  4. Cox D R, Oakes D. Analysis of Survival Data. London: Chapman and Hall, 1984

    Google Scholar 

  5. Fan J, Gijbels I. Local Polynomial Modeling and Its Application. London: Chapman and Hall, 1996

    MATH  Google Scholar 

  6. Gasser T, Müller H G, Mammitzsch V. Kernels for nonparametric curve estimation. J R Stat Soc Ser B Stat Methodol, 1985, 47: 238–252

    MathSciNet  MATH  Google Scholar 

  7. Hao M, Song X, Sun L. Reweighting estimators for the additive hazards model with missing covariates. Canad J Statist, 2014, 42: 285–307

    Article  MathSciNet  Google Scholar 

  8. Henmi M, Eguchi S. A paradox concerning nuisance parameters and projected estimating functions. Biometrika, 2004, 91: 929–941

    Article  MathSciNet  Google Scholar 

  9. Jung J, Harel O, Kang S. Fitting additive hazards models for case-cohort studies: A multiple imputation approach. Stat Med, 2016, 35: 2975–2990

    Article  MathSciNet  Google Scholar 

  10. Kalbfleisch J D, Prentice R L. The Statistical Analysis of Failure Time Data, 2nd ed. New York: Wiley, 2002

    Book  Google Scholar 

  11. Kulich M, Lin D Y. Additive hazards regression for case-cohort studies. Biometrika, 2000, 87: 73–87

    Article  MathSciNet  Google Scholar 

  12. Liang K Y, Zeger S L. Longitudinal data analysis using generalized linear models. Biometrika, 1986, 73: 13–22

    Article  MathSciNet  Google Scholar 

  13. Lin D Y, Ying Z. Semiparametric analysis of the additive risk model. Biometrika, 1994, 81: 61–71

    Article  MathSciNet  Google Scholar 

  14. Lin W. Missing covariates and high-dimensional variable selection in additive hazards regression. PhD Dissertation. Los Angeles: University of Southern California, 2011

    Google Scholar 

  15. Lipsitz S R, Ibrahim J G, Zhao L P. A weighted estimating equation for missing covariate data with properties similar to maximum likelihood. J Amer Statist Assoc, 1999, 94: 1147–1160

    Article  MathSciNet  Google Scholar 

  16. Little R J A, Rubin D B. Statistical Analysis with Missing Data, 2nd ed. New York: Wiley, 2002

    Book  Google Scholar 

  17. Luo X D, Tsai W Y, Xu Q. Pseudo-partial likelihood estimators for the Cox regression model with missing covariates. Biometrika, 2009, 96: 617–633

    Article  MathSciNet  Google Scholar 

  18. Martinussen T, Holst K K, Scheike T H. Cox regression with missing covariate data using a modified partial likelihood method. Lifetime Data Anal, 2016, 22: 570–588

    Article  MathSciNet  Google Scholar 

  19. Müller H G. Smooth optimum kernel estimators of densities, regression curves and modes. Ann Statist, 1984, 12: 766–774

    Article  MathSciNet  Google Scholar 

  20. Ning Y, Yi G Y, Reid N. A class of weighted estimating equations for semiparametric transformation models with missing covariates. Scand J Statist, 2018, 45: 87–109

    Article  MathSciNet  Google Scholar 

  21. Nowinski R C, Brown M, Doyle T, et al. Genetic and viral factors influencing the development of spontaneous leukemia in AKR mice. Virology, 1979, 96: 186–204

    Article  Google Scholar 

  22. Paik M C, Tsai W Y. On using the Cox proportional hazards model with missing covariates. Biometrika, 1997, 84: 597–593

    Article  MathSciNet  Google Scholar 

  23. Pierce D A. The asymptotic effect of substituting estimators for parameters in certain types of statistics. Ann Statist, 1982, 10: 475–478

    Article  MathSciNet  Google Scholar 

  24. Pollard D. Empirical Processes: Theory and Applications. NSF-CBMS Regional Conference Series in Probability and Statistics, vol. 2. Hayward: Institute of Mathematical Statistics, 1990

    Book  Google Scholar 

  25. Qi L, Wang C Y, Prentice R L. Weighted estimators for proportional hazards regression with missing covariates. J Amer Statist Assoc, 2005, 100: 1250–1263

    Article  MathSciNet  Google Scholar 

  26. Qi L, Zhang X, Sun Y, et al. Weighted estimating equations for additive hazards models with missing covariates. Ann Inst Statist Math, 2019, 71: 365–387

    Article  MathSciNet  Google Scholar 

  27. Robins J M, Rotnitzky A, Zhao L P. Estimation of regression coefficients when some regressors are not always observed. J Amer Statist Assoc, 1994, 89: 846–866

    Article  MathSciNet  Google Scholar 

  28. Shorack G R, Wellner J A. Empirical Process with Application to Statistics. New York: Wiley, 1986

    MATH  Google Scholar 

  29. Tsiatis A A. Semiparametric Theory and Missing Data. New York: Springer, 2006

    MATH  Google Scholar 

  30. van der Vaart A W. Asymptotic Statistics. New York: Cambridge University Press, 1998

    Book  Google Scholar 

  31. van der Vaart A W, Wellner J A. Weak Convergence and Empirical Processes. New York: Springer-Verlag, 1996

    Book  Google Scholar 

  32. Wand M P, Schucany W R. Gaussian-based kernels. Canad J Statist, 1990, 18: 197–204

    Article  MathSciNet  Google Scholar 

  33. Wang C Y, Chen H Y. Augmented inverse probability weighted estimator for Cox missing covariate regression. Biometrics, 2001, 57: 414–419

    Article  MathSciNet  Google Scholar 

  34. Wang C Y, Hsu L, Feng Z D, et al. Regression calibration in failure time regression. Biometrics, 1997, 53: 131–145

    Article  MathSciNet  Google Scholar 

  35. Xu Q, Paik M C, Luo X D, et al. Reweighting estimators for Cox regression with missing covariates. J Amer Statist Assoc, 2009, 104: 1155–1167

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

This work was supported by National Natural Science Foundation of China (Grant Nos. 11771431, 11690015, 11926341, 11601080 and 11671275), Key Laboratory of Random Complex Structures and Data Science, Chinese Academy of Sciences (Grant No. 2008DP173182) and the Fundamental Research Funds for the Central Universities in University of International Business and Economics (Grant No. CXTD10-09). The authors thank the two reviewers for their constructive and insightful comments and suggestions that greatly improved the paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Peng Ye.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Jin, J., Ye, P. & Sun, L. A class of weighted estimating equations for additive hazard models with covariates missing at random. Sci. China Math. 65, 583–602 (2022). https://doi.org/10.1007/s11425-019-1699-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11425-019-1699-4

Keywords

MSC(2020)

Navigation