A Weibull regression model with gamma frailties for multivariate survival data
Sahu, Sujit K., Dey, Dipak K., Aslanidou, Helen and Sinha, Debajyoti (1997) A Weibull regression model with gamma frailties for multivariate survival data. Lifetime Data Analysis, 3, (2), 123-137. (doi:10.1023/A:1009605117713).
Download
Full text not available from this repository.
Description/Abstract
Frequently in the analysis of survival data, survival times within the same group are correlated due to unobserved co-variates. One way these co-variates can be included in the model is as frailties. These frailty random block effects generate dependency between the survival times of the individuals which are conditionally independent given the frailty. Using a conditional proportional hazards model, in conjunction with the frailty, a whole new family of models is introduced. By considering a gamma frailty model, often the issue is to find an appropriate model for the baseline hazard function. In this paper a flexible baseline hazard model based on a correlated prior process is proposed and is compared with a standard Weibull model. Several model diagnostics methods are developed and model comparison is made using recently developed Bayesian model selection criteria. The above methodologies are applied to the McGilchrist and Aisbett (1991) kidney infection data and the analysis is performed using Markov Chain Monte Carlo methods.
| Item Type: | Article |
|---|---|
| ISSNs: | 1380-7870 (print) |
| Related URLs: | |
| Keywords: | autocorrelated prior process, conditional predictive ordinate, frailty, markov chain monte carlo methods, model determination, posterior predictive loss, proportional hazards model, weibull model |
| Subjects: | Q Science > QA Mathematics H Social Sciences > HA Statistics |
| Divisions: | University Structure - Pre August 2011 > School of Mathematics > Statistics |
| Item ID: | 30019 |
| Date Deposited: | 11 May 2007 |
| Last Modified: | 02 Mar 2012 13:27 |
| Contributors: | Sahu, Sujit K. (Author) Dey, Dipak K. (Author) Aslanidou, Helen (Author) Sinha, Debajyoti (Author) |
| Date: | 1997 |
| Status: | Published |
| Contact Email Address: | s.sahu@statslab.cam.ac.uk |
| URI: | http://eprints.soton.ac.uk/id/eprint/30019 |
Actions (login required)
 |
View Item |
