Bayesian inference for Cox proportional hazard models with partial likelihoods, nonlinear covariate effects and correlated observations. (January 2023)

• Record Type: Journal Article
• Authors: Zhang, Ziang; Stringer, Alex; Brown, Patrick; Stafford, Jamie
• Is Part Of: Statistical methods in medical research. Volume 32:Number 1(2023)
• Page Start: 165
• Page End: 180
• Publication Date: 2023-01
• Subjects: Cox proportional hazard model -- partial likelihood -- approximate Bayesian inference -- hierarchical modeling; Medicine -- Research -- Statistical methods -- Periodicals; Research -- Periodicals; Review Literature -- Periodicals; Statistics -- methods -- Periodicals; Médecine -- Recherche -- Méthodes statistiques -- Périodiques; 610.727
• DOI: 10.1177/09622802221134172
• Languages: English
• ISSNs: 0962-2802

Abstract

We propose a flexible and scalable approximate Bayesian inference methodology for the Cox Proportional Hazards model with partial likelihood. The model we consider includes nonlinear covariate effects and correlated survival times. The proposed method is based on nested approximations and adaptive quadrature, and the computational burden of working with the log-partial likelihood is mitigated through automatic differentiation and Laplace approximation. We provide two simulation studies to show the accuracy of the proposed approach, compared with the existing methods. We demonstrate the practical utility of our method and its computational advantages over Markov Chain Monte Carlo methods through the analysis of Kidney infection times, which are paired, and the analysis of Leukemia survival times with a semi-parametric covariate effect and spatial variation.