An index approach for the Cox model with left censored covariates

Medical studies frequently collect biological markers in which many subjects have values below the detectable limits of the assay, resulting in heavily censored data. We develop a modification of the Rigobon and Stoker index method for application to a Cox regression model with censored covariates. The index approach is compared with a complete case method and various fill-in methods. Our simulation results demonstrated that the index approach is an improvement over the other methods. We illustrated the usefulness of this approach with an example for the GenIMS study examining the relationship between two inflammatory markers and survival. Copyright (c) 2008 John Wiley & Sons, Ltd.