Semiparametric estimation of an accelerated failure time model with time-dependent covariates

Abstract

SUMMARY A class of semiparametric accelerated failure time models is introduced that are useful for modelling the relationship of survival distributions to time dependent covariates. A class of semiparametric rank estimators is derived for the parameters in this model when the survival data are right censored. These estimates are shown to be consistent, and asymptotically normal with variances that can be consistently estimated. It is also shown that estimators within this class achieve the semiparametric efficiency bound.