Efficient parameter estimation for multivariate accelerated failure time model via the quadratic inference functions method

A popular approach, generalized estimating equations (GEE), has been applied to the multivariate accelerated failure time (AFT) model of the clustered and censored data. However, this method needs to estimate the correlation parameters and calculate the inverse of the correlation matrix. Meanwhile, the efficiency of the parameter estimators is low when the correlation structure is misspecified and/or the marginal distribution is heavy-tailed. This paper proposes using the quadratic inference functions (QIF) with a mixture correlation structure to estimate the coefficients in the multivariate AFT model, which can avoid estimating the correlation parameters and computing the inverse matrix of the correlation matrix. Moreover, the estimator derived from the QIF is consistent and asymptotically normal. Simulation studies indicate that the proposed method outperforms the method based on GEE when the marginal distribution has a heavy tail. Finally, the proposed method is used to analyze a real dataset for illustration.