Estimation in the Cox Survival Regression Model with Covariate Measurement Error and a Changepoint

TL;DR

This paper investigates methods to correct for measurement error in Cox regression models with a known changepoint, comparing various bias correction techniques through simulations and real data applications.

Contribution

It introduces a new bias correction method (RR2) and compares multiple approaches for measurement error correction in Cox models with a changepoint.

Findings

RR2 and MPPLE outperform other methods in simulations.

Measurement error correction improves model accuracy.

The methods are demonstrated on health study data.

Abstract

The Cox regression model is a popular model for analyzing the relationship between a covariate and a survival endpoint. The standard Cox model assumes a constant covariate effect across the entire covariate domain. However, in many epidemiological and other applications, the covariate of main interest is subject to a threshold effect: a change in the slope at a certain point within the covariate domain. Often, the covariate of interest is subject to some degree of measurement error. In this paper, we study measurement error correction in the case where the threshold is known. Several bias correction methods are examined: two versions of regression calibration (RC1 and RC2, the latter of which is new), two methods based on the induced relative risk under a rare event assumption (RR1 and RR2, the latter of which is new), a maximum pseudo-partial likelihood estimator (MPPLE), and simulation-extrapolation (SIMEX). We develop the theory, present simulations comparing the methods, and illustrate their use on data concerning the relationship between chronic air pollution exposure to particulate matter PM10 and fatal myocardial infarction (Nurses Health Study (NHS)), and on data concerning the effect of a subject's long-term underlying systolic blood pressure level on the risk of cardiovascular disease death (Framingham Heart Study (FHS)). The simulations indicate that the best methods are RR2 and MPPLE.