A Combined GEE/Buckley-James Method for Estimating an Accelerated Failure Time Model of Multivariate Failure Times

The present paper deals with the estimation of a frailty model of multivariate failure times The failure times are modeled by an Accelerated Failure Time Model including observed covariates and an unobservable frailty component The frailty is assumed random and di ers across elementary units but is constant across the spells of a unit or a group We develop an estimator of the regression parameters that combines the GEE approach Liang and Zeger with the Buckley James estimator for censored data This estimator is robust against violations of the correlation structure and the distributional assumptions Some simulation studies are conducted in order to study the empirical performance of the estimator Finally the methods are applied to data of repeated appearances of malign ventricular arrhythmias at patients with implanted de brillator