Measurement error in the covariate of main interest (e.g. the exposure
variable, or the risk factor) is common in epidemiologic and health studies. It
can effect the relative risk estimator or other types of coefficients derived
from the fitted regression model. In order to perform a measurement error
analysis, one needs information about the error structure. Two sources of
validation data are an internal subset of the main data, and external or
independent study. For the both sources, the true covariate is measured (that
is, without error), or alternatively, its surrogate, which is error-prone
covariate, is measured several times (repeated measures). This paper compares
the precision in estimation via the different validation sources in the Cox
model with a changepoint in the main covariate, using the bias correction
methods RC and RR. The theoretical properties under each validation source is
presented. In a simulation study it is found that the best validation source in
terms of smaller mean square error and narrower confidence interval is the
internal validation with measure of the true covariate in a common disease
case, and the external validation with repeated measures of the surrogate for a
rare disease case. In addition, it is found that addressing the correlation
between the true covariate and its surrogate, and the value of the changepoint,
is needed, especially in the rare disease case