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Beta-Stacy survival regression models

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Rigat, Fabio and Muliere, Pietro (2007) Beta-Stacy survival regression models. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2007 (No.6).

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Abstract

This paper introduces a class of survival models for discrete time-to-event data with random right censoring. Flexible distributions for the
survival times are constructed by modelling the random survival functions as discrete-time beta-Stacy processes (DBS) and by introducing
the regression effects via their prior means. Identifiability is attained
by defining the DBS precision parameters as appropriate functions of
the regression coefficients. By the conjugacy of the beta-Stacy process
with respect to random right censoring, marginal posterior inferences
for all model parameters can be efficiently approximated using the
standard Gibbs sampler. The latter also yields a Monte Carlo approximation for the predictive distributions of the survival probabilities for
future covariate profiles. We provide three clinical applications of the
DBS survival regression framework comparing its estimates with those
of parametric, semiparametric and non-parametric survival models.

Item Type:

Working or Discussion Paper (Working Paper)

Subjects:

Q Science > QA Mathematics

Divisions:

Faculty of Science > Statistics

Library of Congress Subject Headings (LCSH):

Survival analysis (Biometry), Regression analysis

Series Name:

Working papers

Publisher:

University of Warwick. Centre for Research in Statistical Methodology

Place of Publication:

Coventry

Official Date:

2007

Dates:

Date	Event
2007	Published

Volume:

Vol.2007

Number:

No.6

Number of Pages:

Status:

Not Peer Reviewed

Access rights to Published version:

Open Access

Funder:

University of Warwick. Centre for Research in Statistical Methodology, European Institute for Statistics, Probability, Stochastic Operations Research and its Applications

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