Analyzing Longitudinal Data with Informative Observation and Terminal Event Times

被引:3
作者
Miao, Rui [1 ]
Chen, Xin [1 ]
Sun, Liu-quan [1 ]
机构
[1] Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China
基金
中国国家自然科学基金;
关键词
borrow-strength method; frailty model; informative observation times; joint modeling; longitudinal data; terminal event; REGRESSION-ANALYSIS; RECURRENT EVENTS; CENSORING TIMES; MODEL;
D O I
10.1007/s10255-016-0624-3
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Longitudinal data often arise when subjects are followed over a period of time, and in many situations, there may exist informative observation times and a dependent terminal event such as death that stops the follow-up. In this article, we propose joint modeling and analysis of longitudinal data with possibly informative observation times and a dependent terminal event in which a common subject-specific latent variable is used to characterize the correlations. A borrow-strength estimation procedure is developed for parameter estimation, and both large-sample and finite-sample properties of the proposed estimators are established. In addition, some goodness-of-fit methods for assessing the adequacy of the model are provided. An application to a bladder cancer study is illustrated.
引用
收藏
页码:1035 / 1052
页数:18
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