Nakamura T
School of Allied Medical Sciences, Nagasaki University, Japan.
Biometrics. 1992 Sep;48(3):829-38.
When covariates of a proportional hazards model are subject to measurement error, the maximum likelihood estimates of regression coefficients based on the partial likelihood are asymptotically biased. Prentice (1982, Biometrika 69, 331-342) presents an example of such bias and suggests a modified partial likelihood. This paper applies the corrected score function method (Nakamura, 1990, Biometrika 77, 127-137) to the proportional hazards model when measurement errors are additive and normally distributed. The result allows a simple correction to the ordinary partial likelihood that yields asymptotically unbiased estimates; the validity of the correction is confirmed via a limited simulation study.
当比例风险模型的协变量存在测量误差时,基于偏似然的回归系数最大似然估计会出现渐近偏差。普伦蒂斯(1982年,《生物统计学》69卷,331 - 342页)给出了一个此类偏差的例子,并提出了一种修正的偏似然方法。本文将校正得分函数法(中村,1990年,《生物统计学》77卷,127 - 137页)应用于测量误差为加性且呈正态分布的比例风险模型。结果表明,对普通偏似然进行简单校正就能得到渐近无偏估计;通过有限的模拟研究证实了校正的有效性。