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In this paper, we derive the joint distribution of progression-free and overall survival as a function of transition probabilities in a multistate model. No assumptions on copulae or latent event times are needed and the model is allowed to be non-Markov. From the joint distribution, statistics of interest can then be computed. As an example, we provide closed formulas and statistical inference for Pearson's correlation coefficient between progression-free and overall survival in a parametric framework. The example is inspired by recent approaches to quantify the dependence between progression-free survival, a common primary outcome in Phase 3 trials in oncology and overall survival. We complement these approaches by providing methods of statistical inference while at the same time working within a much more parsimonious modeling framework. Our approach is completely general and can be applied to other measures of dependence. We also discuss extensions to nonparametric inference. Our analytical results are illustrated using a large randomized clinical trial in breast cancer., (© 2019 John Wiley & Sons, Ltd.)

This paper considers methods for estimating the association between progression-free and overall survival in oncology trials. Copula-based, nonparametric, and illness-death model-based methods are reviewed. In addition, the approach based on an underlying illness-death model is generalized to allow general parametric models. The performance of these methods, in terms of bias and efficiency, is investigated through simulation and also illustrated using data from a clinical trial of treatments for colon cancer. The simulations suggest that the illness-death model-based method provides good estimates of Kendall's τ across several scenarios. In some situations, copula-based methods perform well but their performance is sensitive to the choice of copula. The Clayton copula is most appropriate in scenarios, which might realistically reflect an oncology trial, but the use of copula models in practice is questionable., (© 2018 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.)