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Measurement Error in Covariates in the Marginal Hazards Model for Multivariate Failure Time Data

Summary We consider measurement error in covariates in the marginal hazards model for multivariate failure time data. We explore the bias implications of normal additive measurement error without assuming a distribution for the underlying true covariate. To correct measurement‐error‐induced bias in the regression coefficient of the marginal model, we propose to apply the SIMEX procedure and demonstrate its large and small sample properties for both known and estimated measurement error variance. We illustrate this method using the Lipid Research Clinics Coronary Primary Prevention Trial data with total cholesterol as the covariate measured with error and time until angina and time until nonfatal myocardial infarction as the correlated outcomes of interest.