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A class of parametric dynamic survival models
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UNSPECIFIED (2005) A class of parametric dynamic survival models. LIFETIME DATA ANALYSIS, 11 (1). pp. 81-98. ISSN 1380-7870.
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Abstract
A class of parametric dynamic survival models are explored in which only limited parametric assumptions are made, whilst avoiding the assumption of proportional hazards. Both the log-baseline hazard and covariate effects are modelled by piecewise constant and correlated processes. The method of estimation is to use Markov chain Monte Carlo simulations: Gibbs sampling with a Metropolis-Hastings step. In addition to standard right censored data sets, extensions to accommodate interval censoring and random effects are included. The model is applied to two well known and illustrative data sets, and the dynamic variability of covariate effects investigated.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | LIFETIME DATA ANALYSIS | ||||
Publisher: | SPRINGER | ||||
ISSN: | 1380-7870 | ||||
Official Date: | March 2005 | ||||
Dates: |
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Volume: | 11 | ||||
Number: | 1 | ||||
Number of Pages: | 18 | ||||
Page Range: | pp. 81-98 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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