Estimating equations with incomplete categorical covariates in the Cox model
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Updated: Oct 28, 2026

Establishing a Competing Risk Regression Nomogram Model for Survival Data
Published on: October 23, 2020
1Department of Biostatistics, Harvard School of Public Health, Boston, Massachusetts, USA. lipsitz@biostat.harvard.edu
Abstract:
Incomplete covariate data is a common occurrence in many studies in which the outcome is survival time. When a full likelihood is specified, a useful technique for obtaining parameter estimates is the EM algorithm. We propose a set of estimating equations to estimate the parameters of Cox's proportional hazards model when some covariate values are missing. These estimating equations can be solved by an algorithm similar to the EM algorithm. Because of the computational burden of finding a solution to these estimating equations, we propose obtaining parameter estimates via Monte Carlo methods. Asymptotic variances of the parameter estimates are also derived. We present a clinical trials example with three covariates, two of which have some missing values.
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