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It is unknown whether the early rise in CD4+ lymphocyte count seen in zidovudine-treated patients is associated with increased AIDS-free time and survival time. To determine the association of this and other changes in immunologic and hematologic markers with prognosis for time to AIDS and survival, we followed 747 AIDS-free patients from initiation of zidovudine therapy in the Multicenter AIDS Cohort Study (MACS). Participants were seen semiannually and had data collected on medication use, immunologic and hematologic variables, and clinical outcomes. AIDS was diagnosed in 216 participants and 165 died during the median follow-up period of 2.0 years. Duration of zidovudine use was categorized into 1–6 months (after 6 months of follow-up) and 7–12 months (12 months of follow-up). During the 6-month follow-up period in which zidovudine was first used. CD4+ lymphocyte levels rose by 17 cells/μl compared with a mean decrease of 30 cells/μl/6 months in untreated individuals (after adjusting for baseline CD4+ lymphocyte count). Baseline levels of CD4+ lymphocytes, platelets, and hemoglobin were significant predictors of AIDS and death. After 1–6 months with patients taking zidovudine and controlling for baseline (pretreatment) variables, change in markers after 6 months of follow-up and use of Pneumocystis carinii pneumonia prophylaxis and other antivirals, change in CD4+ lymphocyte count significantly predicted progression to AIDS [relative hazard (RH) = 0.71 for each 100 cell/μl increase, p = 0.0001] and survival (RH = 0.78 per 100 cell/μl increase; p = 0.004). After 7–12 months taking zidovudine. the change in CD4+ lymphocyte count more strongly predicted AIDS (RH = 0.18 per 100 cell/μl increase;p = 0.0001) and survival (RH = 0.22 per 10()cell/μl increase; p = 0.0001). Finally. AIDS-free time and survival times were calculated for different baseline CD4+ lymphocyte levels based on their CD4+ lymphocyte response to zidovudine. A person starting with 400/μl CD4+ lymphocytes, taking no other therapy, and having a 50 cell/μl increase after 1–6 months taking zidovudine would have a median AIDS-free time of 48.2 months and a median survival time of 59.5 months, compared with 38.7 and 54.1 months, respectively, for similar patients who have a 50 cell/μl decrease during the same period. Improvements in AIDS-free time and survival time associated with CD4+ response to zidovudine were smaller for individuals with lower base.