Abstract
A framework is proposed for the joint modeling of life history and loss to follow-up (LTF) processes in cohort studies. This framework provides a basis for discussing independence conditions for LTF and censoring and examining the implications of dependent LTF. We consider failure time and more general life history processes. The joint models are based on multistate processes with expanded state spaces encompassing both the life history and LTF processes. Tracing studies are discussed as a means of investigating the presence of dependent censoring and providing valid estimates of transition intensities and state occupancy probabilities. Simulation studies and an illustration based on a cohort of individuals with systemic lupus erythematosus demonstrate the usefulness and properties of the proposed methods.
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