We develop a new method for covariate error correction in the Cox survival regression model, given a modest sample of internal validation data. Unlike most previous methods for this setting, our method can handle covariate error of arbitrary form. Asymptotic properties of the estimator are derived. In a simulation study, the method was found to perform very well in terms of bias reduction and confidence interval coverage. The method is applied to data from the Health Professionals Follow-Up Study (HPFS) on the effect of diet on incidence of Type II diabetes.
Keywords: Cox model; measurement error; modified score.
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