The partly Aalen's model for recurrent event data with a dependent terminal event

Recurrent event data are commonly observed in biomedical longitudinal studies. In many instances, there exists a terminal event, which precludes the occurrence of additional repeated events, and usually there is also a nonignorable correlation between the terminal event and recurrent events. In this article, we propose a partly Aalen's additive model with a multiplicative frailty for the rate function of recurrent event process and assume a Cox frailty model for terminal event time. A shared gamma frailty is used to describe the correlation between the two types of events. Consequently, this joint model can provide the information of temporal influence of absolute covariate effects on the rate of recurrent event process, which is usually helpful in the decision-making process for physicians. An estimating equation approach is developed to estimate marginal and association parameters in the joint model. The consistency of the proposed estimator is established. Simulation studies demonstrate that the proposed approach is appropriate for practical use. We apply the proposed method to a peritonitis cohort data set for illustration.