Asymptotic theory for the Cox model with missing time-dependent covariate

@inproceedings{Dupuy2006AsymptoticTF,
  title={Asymptotic theory for the Cox model with missing time-dependent covariate},
  author={Jean-Franccois Dupuy and Ion Grama and Mounir Mesbah},
  year={2006}
}
The relationship between a time-dependent covariate and survival times is usually evaluated via the Cox model. Time-dependent covariates are generally available as longitudinal data collected regularly during the course of the study. A frequent problem, however, is the occurence of missing covariate data. A recent approach to estimation in the Cox model in this case jointly models survival and the longitudinal covariate. However, theoretical justification of this approach is still lacking. In… CONTINUE READING

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