A frailty model for informative censoring.

*(English)*Zbl 1210.62129Summary: To account for the correlation between failure and censoring, we propose a new frailty model for clustered data. In this model, the risk to be censored is affected by the risk of failure. This model allows flexibility in the direction and degree of dependence between failure and censoring. It includes the traditional frailty model as a special case. It allows censoring by some causes to be analyzed as informative while treating censoring by other causes as noninformative. It can also analyze data for competing risks. To fit the model, the EM algorithm is used with Markov chain Monte Carlo simulations in the E-steps. Simulation studies and analysis of data for kidney disease patients are provided. Consequences of incorrectly assuming noninformative censoring are investigated.

##### MSC:

62N01 | Censored data models |

62P10 | Applications of statistics to biology and medical sciences; meta analysis |

65C40 | Numerical analysis or methods applied to Markov chains |

65C60 | Computational problems in statistics (MSC2010) |

62H30 | Classification and discrimination; cluster analysis (statistical aspects) |

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\textit{X. Huang} and \textit{R. A. Wolfe}, Biometrics 58, No. 3, 510--520 (2002; Zbl 1210.62129)

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