Jackknifed random weighting for Cox proportional hazards model

The Cox proportional hazards model is the most used statistical model in the analysis of survival time data. Recently, a random weighting method was proposed to approximate the distribution of the maximum partial likelihood estimate for the regression coefficient in the Cox model. This method was shown not as sensitive to heavy censoring as the bootstrap method in simulation studies but it may not be second-order accurate as was shown for the bootstrap approximation. In this paper, we propose an alternative random weighting method based on one-step linear jackknife pseudo values and prove the second accuracy of the proposed method. Monte Carlo simulations are also performed to evaluate the proposed method for fixed sample sizes.