Survival Analysis with Measurement Error on Covariates

In survival analysis it is typical to assess the effect of covariates on a duration variable T. Even though the standard methodology assumes that covariates are free from measurement error, this assumption is often violated in practice. The presence of measurement error may alter the usual properties of the standard estimators of regression coeficients. In the present paper we first show, using Monte Carlo methods, that measurement error in covariates induces bias on the usual regression estimators. We then outline an estimation procedure that corrects for the presence of measurement error. Monte Carlo data are then used to assess the performance of the proposed alternative estimators.