Estimated Pseudopartial‐Likelihood Method for Correlated Failure Time Data with Auxiliary Covariates

Summary As biological studies become more expensive to conduct, statistical methods that take advantage of existing auxiliary information about an expensive exposure variable are desirable in practice. Such methods should improve the study efficiency and increase the statistical power for a given number of assays. In this article, we consider an inference procedure for multivariate failure time with auxiliary covariate information. We propose an estimated pseudopartial likelihood estimator under the marginal hazard model framework and develop the asymptotic properties for the proposed estimator. We conduct simulation studies to evaluate the performance of the proposed method in practical situations and demonstrate the proposed method with a data set from the studies of left ventricular dysfunction ( SOLVD Investigators, 1991 , New England Journal of Medicine 325 , 293–302).