Semiparametric transformation models for panel count data with correlated observation and follow‐up times

The statistical analysis of panel count data has recently attracted a great deal of attention, and a number of approaches have been developed. However, most of these approaches are for situations where the observation and follow‐up processes are independent of the underlying recurrent event process unconditional or conditional on covariates. In this paper, we discuss a more general situation where both the observation and the follow‐up processes may be related with the recurrent event process of interest. For regression analysis, we present a class of semiparametric transformation models and develop some estimating equations for estimation of regression parameters. Numerical studies under different settings conducted for assessing the proposed methodology suggest that it works well for practical situations, and the approach is applied to a skin cancer study that motivated the study. Copyright © 2013 John Wiley & Sons, Ltd.