Buckley-James Estimator of AFT Models with Auxiliary Covariates

Fan, Zhaozhi and Granville, Kevin (2014) Buckley-James Estimator of AFT Models with Auxiliary Covariates. PLoS ONE, 9 (8). ISSN 1932-6203

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Abstract

In this paper we study the Buckley-James estimator of accelerated failure time models with auxiliary covariates. Instead of postulating distributional assumptions on the auxiliary covariates, we use a local polynomial approximation method to accommodate them into the Buckley-James estimating equations. The regression parameters are obtained iteratively by minimizing a consecutive distance of the estimates. Asymptotic properties of the proposed estimator are investigated. Simulation studies show that the efficiency gain of using auxiliary information is remarkable when compared to just using the validation sample. The method is applied to the PBC data from the Mayo Clinic trial in primary biliary cirrhosis as an illustration.

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