Bayesian analysis of proportional hazard models

• 成果类型: Article
• 署名作者: Kim, Y; Lee, J
• 署名单位: Ewha Womans University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 2003
• 页码: 493-511
• 关键词: DISTRIBUTIONS; estimators

摘要

This paper is concerned with Bayesian analysis of the proportional hazard model with left truncated and right censored data. We use a process neutral to the right as the prior of the baseline survival function and a finite-dimensional prior is placed on the regression coefficient, We then obtain the exact form of the joint posterior distribution of the regression coefficient and the baseline cumulative hazard function. As a by-product, we prove the propriety of the posterior distribution with the constant prior on the regression coefficient.