Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Semiparametric Bayesian Regression Model for Multiple Event Time Data

  • Kim, Yongdai (Department of Statistics, Ewha Womans University)
  • Published : 2002.12.01
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Abstract

This paper is concerned with semiparametric Bayesian analysis of the proportional intensity regression model of the Poisson process for multiple event time data. A nonparametric prior distribution is put on the baseline cumulative intensity function and a usual parametric prior distribution is given to the regression parameter. Also we allow heterogeneity among the intensity processes in different subjects by using unobserved random frailty components. Gibbs sampling approach with the Metropolis-Hastings algorithm is used to explore the posterior distributions. Finally, the results are applied to a real data set.

Keywords

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