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

摘要: 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 course of study. A frequent problem, however, occurence missing data. recent approach to estimation in model this case jointly models covariate. However, theoretical justification still lacking. In paper we prove existence consistency maximum likelihood estimators joint asymptotic distribution given along with consistent estimator variance.