Information Bounds for Cox Regression Models with Missing Data

  title={Information Bounds for Cox Regression Models with Missing Data},
  author={Bin Nan and Mary J. Emond and J. A. Wellner},
We derive information bounds for the regression parameters in Cox models when data are missing at random. These calculations are of interest for understanding the behavior of efficient estimation in case-cohort designs, a type of two-phase design often used in cohort studies. The derivations make use of key lemmas appearing in Robins, Rotnitzky and Zhao [J. Amer. Statist. Assoc. 89 (1994) 846–866] and Robins, Hsieh and Newey [J. Roy. Statist. Soc. Ser. B 57 (1995) 409–424], but in a form suited… CONTINUE READING


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