We extend Wei and Tanner's (1991) multiple imputation approach in semi-parametric linear regression for univariate censored data to clustered censored data. The main idea is to iterate the following two steps: 1) using the data augmentation to impute for censored failure times; 2) fitting a linear model with imputed complete data, which takes into consideration of clustering among failure times. In particular, we propose using the generalized estimating equations (GEE) or a linear mixed-effects model to implement the second step. Through simulation studies our proposal compares favorably to the independence approach (Lee et al., 1993), which ignores the within-cluster correlation in estimating the regression coefficient. Our proposal is easy to implement by using existing softwares.
- Asymptotic normal data augmentation
- Buckley-James method
- Generalized least squares
- Mixed-effects model
- Poor Man's data augmentation