Journal of the Korean Statistical Society

  • 제31권4호
  • /
  • Pages.509-518
  • /
  • 2002
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Semiparametric Bayesian Regression Model for Multiple Event Time Data

  • Kim, Yongdai (Department of Statistics, Ewha Womans University)
  • 발행 : 2002.12.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

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.

키워드

참고문헌

  1. The Annals of Statistics v.10 Cox's regression models for counting processes : A large sample study Andersen, P. K.;Gill, R. D.
  2. Statistical Inference for Stochastic Processes Basawa, I. V.;Prakasa Rao, B. L. S.
  3. The Statistician v.47 Markov chain Monte Carlo method and its application Brooks, S. P.
  4. Bladder Tumors and Other Topics in Urological Oncology The veterans administration study of chemoprophylaxis for recurrent stage Ⅰ bladder tumors Byar, D. P.;M. Pavone-Macaluso(ed.);P. H. Smith(ed.);F. Edsmyn(ed.)
  5. Biometrika v.65 A model for association in bivariate life-tables and its application in epidemiological studies of chronic disease incidence Clayton, D.
  6. Journal of the Royal Statistical Society v.B40 Nonparametric Bayesian analysis of survival time data Kalbfleisch, J. D.
  7. A First Course in Stochastic Processes(2nd ed.) Karlin, S.;Taylor, H. M.
  8. The Annals of Statistics v.27 Nonparametric Bayesian estimators for counting processes Kim, Y.
  9. Biometrika v.65 Semi-Markov models for partially censored data Lagakos, S. W.;Sommer, C. J.;Zelen, M.
  10. Zeitschrift fur Wahrscheinlichkeitstheorie und Verwandte Gebiete v.59 Bayesian nonparametric statistical inference for Poisson point processes Lo, A. Y.
  11. The Annals of Statistics v.25 Semiparametric likelihood ratio inference Murphy, S. A.;van der Vaart, A. W.
  12. Survival Analysis : State of the Art Frailty models for multiple event times Oakes, D.;J. P. Klein(ed.);P. K. Goel(ed.);Dordrecht(ed.)
  13. Journal of the American Statistical Association v.88 Semiparametric Bayesian analysis of multiple event time data Sinha, E.
  14. Demography v.16 The impact of heterogeneity in individual frailty on the dynamics of mortality Vaupel, J. W.;Manton, K. G.;Stallard, E.
  15. Journal of the American Statistical Association v.84 Regression analysis of multivariate incomplete failure time data by modeling marginal distribution Wei, L. J.;Lin, D. Y.;Weissfeld, L.