Abstract
Summary. This paper describes a method for determining whether the times between a chain of successive events (which all individuals experience in the same order) are correlated, for data in which the exact event times are not observed. Such data arise when individuals are only observed occasionally to determine which events have occurred. In such data, the (unknown) event times are interval censored. In addition, some individuals may have experienced some of the events before their first observation and may be lost to follow-up before experiencing the last event. Using a frailty model proposed by Aalen (1988, Mathematical Scientist13, 90–103) but which has never been used to analyze real data, we examine whether individuals who develop early markers of HIV infection can also be expected to develop antibody and other indicators of HIV infection more rapidly.