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Annals of Statistics
The relationship between a time-dependent covariate and survival times is usually evaluated via the Cox model. Time-dependent covariates are generally available as longitudinal data collected regularly during the course of the study. A frequent problem, however, is the occurence of missing covariate data. A recent approach to estimation in the Cox model in this case jointly models survival and the longitudinal covariate. However, theoretical justification of this approach is still lacking. Indoi:10.1214/009053606000000038 fatcat:7mn4sbqecbbfhg4wmzrjpobiuq