A linear mixed-effects model for multivariate censored data

Research output: Contribution to journalArticlepeer-review

17 Scopus citations


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.

Original languageEnglish (US)
Pages (from-to)160-166
Number of pages7
Issue number1
StatePublished - Mar 2000
Externally publishedYes


  • Buckley-James method
  • Generalized estimating equations
  • Least squares
  • Metropolis-Hastings algorithm
  • Monte Carlo expectation- maximization
  • Restricted maximum likelihood estimation

ASJC Scopus subject areas

  • Statistics and Probability
  • Biochemistry, Genetics and Molecular Biology(all)
  • Immunology and Microbiology(all)
  • Agricultural and Biological Sciences(all)
  • Applied Mathematics


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