Regression analysis of longitudinal data with correlated censoring and observation times.

Longitudinal data occur in many fields such as the medical follow-up studies that involve repeated measurements. For their analysis, most existing approaches assume that the observation or follow-up times are independent of the response process either completely or given some covariates. In practice, it is apparent that this may not be true. In this paper, we present a joint analysis approach that allows the possible mutual correlations that can be characterized by time-dependent random effects. Estimating equations are developed for the parameter estimation and the resulted estimators are shown to be consistent and asymptotically normal. The finite sample performance of the proposed estimators is assessed through a simulation study and an illustrative example from a skin cancer study is provided.