Semiparametric analysis of survival data with left truncation and dependent right censoring

Abstract

Studies of chronic life-threatening diseases often involve both mortality and morbidity. In observational studies, the data may also he subject to administrative left, truncation and right censoring. Because mortality and morbidity may be correlated and mortality may censor morbidity, the Lynden-Bell estimator for left-truncated and right-censored data may be biased for estimating the marginal survival function of the nonterminal event. We propose a semiparametric estimator for this survival function based on a joint model for the two time-to-event, variables, which utilizes the gamma frailty specification in the region of the observable data. First, we develop a novel estimator for the gamma frailty parameter under left truncation. Using this estimator, we then derive a closed-form estimator for the marginal distribution of the nonterminal event. The large sample properties of the estimators are established via asymptotic theory. The methodology performs well with moderate sample sizes, both in simulations and in an analysis of data from a diabetes registry.