Likelihood‐based and marginal inference methods for recurrent event data with covariate measurement error

Recurrent event data arise commonly in medical and public health studies. The analysis of such data has received extensive research attention and various methods have been developed in the literature. Depending on the focus of scientific interest, the methods may be broadly classified as intensity‐based counting process methods, mean function‐based estimating equation methods, and the analysis of times to events or times between events. These methods and models cover a wide variety of practical applications. However, there is a critical assumption underlying those methods–variables need to be correctly measured. Unfortunately, this assumption is frequently violated in practice. It is quite common that some covariates are subject to measurement error. It is well known that covariate measurement error can substantially distort inference results if it is not properly taken into account. In the literature, there has been extensive research concerning measurement error problems in various settings. However, with recurrent events, there is little discussion on this topic. It is the objective of this paper to address this important issue. In this paper, we develop inferential methods which account for measurement error in covariates for models with multiplicative intensity functions or rate functions. Both likelihood‐based inference and robust inference based on estimating equations are discussed. The Canadian Journal of Statistics 40: 530–549; 2012 © 2012 Statistical Society of Canada