A Bayesian Time-Varying Coefficient Model for Multitype Recurrent Events. Issue 2 (2nd April 2020)

• Record Type: Journal Article
• Authors: Liu, Yi; Guo, Feng
• Is Part Of: Journal of computational and graphical statistics. Volume 29:Issue 2(2020)
• Page Start: 383
• Page End: 395
• Publication Date: 2020-04-02
• Subjects: Metropolis-adjusted Langevin algorithms; Multivariate frailty; Naturalistic driving study; Penalized splines; Truck driving safety; Mathematical statistics -- Data processing -- Periodicals; Mathematical statistics -- Graphic methods -- Periodicals; 519.50285
• DOI: 10.1080/10618600.2019.1686988
• Languages: English
• ISSNs: 1061-8600

Abstract

Abstract: This article proposes a Bayesian time-varying coefficient model to evaluate the temporal profile of intensity for multitype recurrent events. The model obtains smooth estimates for both time-varying coefficients and the baseline intensity using Bayesian penalized splines. One major challenge in Bayesian penalized splines is that the smoothness of a spline fit is sensitive to the subjective choice of hyperparameters. We establish a procedure to objectively determine the hyperparameters through robust prior specification. To effectively update the high-dimensional spline parameters, we develop a Markov chain Monte Carlo procedure based on the Metropolis-adjusted Langevin algorithms. A joint sampling scheme is used to achieve better convergence and mixing properties. A simulation study confirms satisfactory model performance in estimating time-varying coefficients under different curvature and event rate scenarios. Application to a commercial truck driver naturalistic driving data reveals that drivers with 7-hours-or-less sleep time have a significantly higher safety-critical event intensity after 8 hr of driving and the intensity remains high after taking a break. The findings provide crucial information for the truck driver hours-of-service regulation and fatigue management. The proposed model provides a flexible and robust tool to evaluate the temporal profile of intensity for multitype recurrent events. Supplemental materials for this article are available online.