Proposes a semiparametric multiple imputation framework for Cox regression with diverging-dimensional missing covariates, establishing consistency and asymptotic normality of debiased pooled estimators via Rubin's rules.
White and Patrick Royston
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Substantive-Model-Compatible Multiple Imputation for Cox Regression with a Diverging Number of Covariates
Proposes a semiparametric multiple imputation framework for Cox regression with diverging-dimensional missing covariates, establishing consistency and asymptotic normality of debiased pooled estimators via Rubin's rules.