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Incorporating unobserved heterogeneity in Weibull survival models : a Bayesian approach
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Vallejos, Catalina A. and Steel, Mark F. J. (2017) Incorporating unobserved heterogeneity in Weibull survival models : a Bayesian approach. Econometrics and Statistics, 3 . pp. 73-88. doi:10.1016/j.ecosta.2017.01.005 ISSN 2452-3062.
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Official URL: http://dx.doi.org/10.1016/j.ecosta.2017.01.005
Abstract
Outlying observations and other forms of unobserved heterogeneity can distort inference for survival datasets. The family of Rate Mixtures of Weibull distributions includes subject-level frailty terms as a solution to this issue. With a parametric mixing distribution assigned to the frailties, this family generates flexible hazard functions. Covariates are introduced via an Accelerated Failure Time specification for which the interpretation of the regression coefficients does not depend on the choice of mixing distribution. A weakly informative prior is proposed by combining the structure of the Jeffreys prior with a proper prior on some model parameters. This improper prior is shown to lead to a proper posterior distribution under easily satisfied conditions. By eliciting the proper component of the prior through the coefficient of variation of the survival times, prior information is matched for different mixing distributions. Posterior inference on subject-level frailty terms is exploited as a tool for outlier detection. Finally, the proposed methodology is illustrated using two real datasets, one concerning bone marrow transplants and another on cerebral palsy.
Item Type: | Journal Article | ||||||||||
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Subjects: | Q Science > QA Mathematics R Medicine > R Medicine (General) |
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||||
Library of Congress Subject Headings (LCSH): | Weibull distribution, Survival analysis (Biometry), Bayesian statistical decision theory | ||||||||||
Journal or Publication Title: | Econometrics and Statistics | ||||||||||
Publisher: | Elsevier | ||||||||||
ISSN: | 2452-3062 | ||||||||||
Official Date: | July 2017 | ||||||||||
Dates: |
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Volume: | 3 | ||||||||||
Page Range: | pp. 73-88 | ||||||||||
DOI: | 10.1016/j.ecosta.2017.01.005 | ||||||||||
Status: | Peer Reviewed | ||||||||||
Publication Status: | Published | ||||||||||
Access rights to Published version: | Restricted or Subscription Access | ||||||||||
Date of first compliant deposit: | 13 January 2017 | ||||||||||
Date of first compliant Open Access: | 27 January 2018 | ||||||||||
Funder: | University of Warwick, Universidad católica de Chile | ||||||||||
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