Efficient estimation of regression models for recurrent events in presence of terminal events
Abstract
Recurrent events are common in biomedical studies, and efficient methods are needed to analyse them, particularly when a terminal event may occur. Regression modelling of the marginal mean of recurrent events provides a simply interpretable approach, but standard estimation based on inverse probability of censoring weighting may not fully exploit observed event histories in multiple events settings. We demonstrate how the popular Ghosh-Lin proportional means model can be estimated efficiently by developing an augmentation procedure that is also applicable to composite endpoints. Using semiparametric efficiency theory, we characterize the fully efficient estimator. First, we investigate its construction under frailty models. We then propose a dynamic censoring-augmented estimator that is straightforward to compute and does not require a fully specified joint model for recurrent and terminal events. We show theoretically that it improves on the standard Ghosh-Lin estimator and derive an explicit expression for its asymptotic variance reduction. We also establish conditions under which tests of no treatment effect remain valid in randomized trials when the proportional means model is misspecified. Extensive simulations examine performance under dependence between recurrent and terminal events, unobserved heterogeneity, censoring-model misspecification, and auxiliary covariates. The practical gain of the proposed methods is illustrated with an analysis of catheter-related bloodstream infections in patients with chronic intestinal failure receiving home parenteral support.
Related
- Efficient estimation methods for non-Gaussian regression models in continuous time
- Win-Ratio Regression for Prioritized Composite Outcomes in Observational Studies: Doubly Robust and Efficient Estimation with Future-Score Correction
- Weighted NPMLE for the Marginal Mean of Recurrent Events with a Competing Terminal Event
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BibTeX
@misc{cortese2026efficient,
title = {{Efficient estimation of regression models for recurrent events in presence of terminal events}},
author = {Giuliana Cortese and Thomas H. Scheike},
howpublished = {arXiv},
year = {2026},
month = nov,
doi = {10.48550/arxiv.2611.06431},
eprint = {2611.06431},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2611.06431},
}
RIS
TY - UNPB
TI - Efficient estimation of regression models for recurrent events in presence of terminal events
AU - Giuliana Cortese
AU - Thomas H. Scheike
PY - 2026
DA - 2026/11/04
PB - arXiv
DO - 10.48550/arxiv.2611.06431
UR - https://arxiv.org/abs/2611.06431
AB - Recurrent events are common in biomedical studies, and efficient methods are needed to analyse them, particularly when a terminal event may occur. Regression modelling of the marginal mean of recurrent events provides a simply interpretable approach, but standard estimation based on inverse probability of censoring weighting may not fully exploit observed event histories in multiple events settings. We demonstrate how the popular Ghosh-Lin proportional means model can be estimated efficiently by developing an augmentation procedure that is also applicable to composite endpoints. Using semiparametric efficiency theory, we characterize the fully efficient estimator. First, we investigate its construction under frailty models. We then propose a dynamic censoring-augmented estimator that is straightforward to compute and does not require a fully specified joint model for recurrent and terminal events. We show theoretically that it improves on the standard Ghosh-Lin estimator and derive an explicit expression for its asymptotic variance reduction. We also establish conditions under which tests of no treatment effect remain valid in randomized trials when the proportional means model is misspecified. Extensive simulations examine performance under dependence between recurrent and terminal events, unobserved heterogeneity, censoring-model misspecification, and auxiliary covariates. The practical gain of the proposed methods is illustrated with an analysis of catheter-related bloodstream infections in patients with chronic intestinal failure receiving home parenteral support.
ER -