Two-stage estimation for multivariate recurrent event data with a dependent terminal event

Abstract

Recurrent event data arise in longitudinal follow-up studies, where each subject may experience the same type of events repeatedly. The work in this article is motivated by the data from a study of repeated peritonitis for patients on peritoneal dialysis. Due to the aspects of medicine and cost, the peritonitis cases were classified into two types: Gram-positive and non-Gram-positive peritonitis. Further, since the death and hemodialysis therapy preclude the occurrence of recurrent events, we face multivariate recurrent event data with a dependent terminal event. We propose a flexible marginal model, which has three characteristics: first, we assume marginal proportional hazard and proportional rates models for terminal event time and recurrent event processes, respectively; second, the inter-recurrences dependence and the correlation between the multivariate recurrent event processes and terminal event time are modeled through three multiplicative frailties corresponding to the specified marginal models; third, the rate model with frailties for recurrent events is specified only on the time before the terminal event. We propose a two-stage estimation procedure for estimating unknown parameters. We also establish the consistency of the two-stage estimator. Simulation studies show that the proposed approach is appropriate for practical use. The methodology is applied to the peritonitis cohort data that motivated this study.

Keywords: Dependent terminal event; Frailty; Multivariate recurrent event data; Proportional hazards model; Two-stage estimation.