For many forms of cancer, patients will receive the initial regimen of treatments, then experience cancer progression and eventually die of the disease. Understanding the disease process in patients with cancer is essential in clinical, epidemiological and translational research. One challenge in analyzing such data is that death dependently censors cancer progression (e.g., recurrence), whereas progression does not censor death. We deal with the informative censoring by first selecting a suitable copula model through an exploratory diagnostic approach and then developing an inference procedure to simultaneously estimate the marginal survival function of cancer relapse and an association parameter in the copula model. We show that the proposed estimators possess consistency and weak convergence. We use simulation studies to evaluate the finite sample performance of the proposed method, and illustrate it through an application to data from a study of early stage breast cancer.

For risk and benefit assessment in clinical trials and observational studies with time-to-event data, the Cox model has usually been the model of choice. When the hazards are possibly non-proportional, a piece-wise Cox model over a partition of the time axis may be considered. Here, we propose to analyze clinical trials or observational studies with time-to-event data using a certain semiparametric model. The model allows for a time-dependent treatment effect. It includes the important proportional hazards model as a sub-model and can accommodate various patterns of time-dependence of the hazard ratio. After estimation of the model parameters using a pseudo-likelihood approach, simultaneous confidence intervals for the hazard ratio function are established using a Monte Carlo method to assess the time-varying pattern of the treatment effect. To assess the overall treatment effect, estimated average hazard ratio and its confidence intervals are also obtained. The proposed methods are applied to data from the Women\'s Health Initiative. To compare the Women\'s Health Initiative clinical trial and observational study, we use the propensity score in building the regression model. Compared with the piece-wise Cox model, the proposed model yields a better model fit and does not require partitioning of the time axis.