Abstract
ABSTRACTMissing covariate data are common in biomedical studies. In this article, by using the non parametric kernel regression technique, a new imputation approach is developed for the Cox-proportional hazard regression model with missing covariates. This method achieves the same efficiency as the fully augmented weighted estimators (Qi et al. 2005. Journal of the American Statistical Association, 100:1250) and has a simpler form. The asymptotic properties of the proposed estimator are derived and analyzed. The comparisons between the proposed imputation method and several other existing methods are conducted via a number of simulation studies and a mouse leukemia data.
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