Unified estimation for Cox regression model with nonmonotone missing at random covariates

Abstract

This article investigates a unified estimator for Cox regression model (Cox, 1972) when covariate data are missing at random (Rubin, 1976). It extends the idea of using parametric working models (Zhao and Liu, 2021) to extract the partial information contained in the incomplete observations. The working models are flexible and convenient to deal with nonmonotone missing data patterns. It can also incorporate auxiliary variables into the analysis to reduce estimation bias and improve efficiency. The unified estimator is consistent and more efficient than the (weighted) complete case estimator. Similar to multiple imputation (MI) method (Rubin, 1987 and 1996), the proposed method is also based on standard (weighted) complete data analysis and can be easily implemented in standard software. Simulation studies comparing the unified estimator with the substantive model compatible modification of the fully conditional specification MI (SMC-FCS) estimator (Bartlett et al., 2015) in various settings indicate that the unified estimator is consistent and as efficient as SMC-FCS estimator. Data from a clinical trial in patients with early breast cancer are analyzed for illustration.

Keywords: Cox regression model; multiple imputation; nonmonotone missing data patterns; parametric working models; seemingly unrelated models; weighted complete case analysis.