Bayesian estimation of the Cox model under different hazard rate shape assumptions via slice sampling. Issue 12 (10th September 2018)

• Record Type: Journal Article
• Authors: Kirschenmann, Thomas; Damien, Paul; Walker, Stephen
• Is Part Of: Journal of applied statistics. Volume 45:Issue 12(2018)
• Page Start: 2295
• Page End: 2306
• Publication Date: 2018-09-10
• Subjects: Hazard rates -- slice sampling -- survival curves -- Weibull distribution; Statistics -- Periodicals; 519.5
• DOI: 10.1080/02664763.2017.1420147
• Languages: English
• ISSNs: 0266-4763

Abstract

ABSTRACT: In this paper, we provide a full Bayesian analysis for Cox's proportional hazards model under different hazard rate shape assumptions. To this end, we select the modified Weibull distribution family to model failure rates. A novel Markov chain Monte Carlo method allows one to tackle both exact and right-censored failure time data. Both simulated and real data are used to illustrate the methods.