A Linear Mixed‐Effects Model for Multivariate Censored Data

Abstract
Summary.We apply a linear mixed‐effects model to multivariate failure time data. Computation of the regression parameters involves the Buckley‐James method in an iterated Monte Carlo expectation‐maximization algorithm, wherein the Monte Carlo E‐step is implemented using the Metropolis‐Hastings algorithm. From simulation studies, this approach compares favorably with the marginal independence approach, especially when there is a strong within‐cluster correlation.