Abstract
This work discusses the problem of informative censoring in survival studies. A joint model for the time to event and the time to censoring is presented. Their hazard functions include a latent factor in order to identify this joint model without sacrificing the flexibility of the parametric specification. Furthermore, a fully Bayesian formulation with a semi-parametric proportional hazard function is provided. Similar latent variable models have been described in literature, but here the emphasis is on the performance of the inferential task of the resulting mixture model with unknown number of components. The posterior distribution of the parameters is estimated using Hamiltonian Monte Carlo methods implemented in Stan. Simulation studies are provided to study its performance and the methodology is implemented for the analysis of the ACTG175 clinical trial dataset yielding a better fit. The results are also compared to the non-informative censoring case to show that ignoring informative censoring may lead to serious biases.