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VOL. 49 | 2006 Bayesian transformation hazard models


We propose a class of transformation hazard models for rightcensored failure time data. It includes the proportional hazards model (Cox) and the additive hazards model (Lin and Ying) as special cases. Due to the requirement of a nonnegative hazard function, multidimensional parameter constraints must be imposed in the model formulation. In the Bayesian paradigm, the nonlinear parameter constraint introduces many new computational challenges. We propose a prior through a conditional-marginal specification, in which the conditional distribution is univariate, and absorbs all of the nonlinear parameter constraints. The marginal part of the prior specification is free of any constraints. This class of prior distributions allows us to easily compute the full conditionals needed for Gibbs sampling, and hence implement the Markov chain Monte Carlo algorithm in a relatively straightforward fashion. Model comparison is based on the conditional predictive ordinate and the deviance information criterion. This new class of models is illustrated with a simulation study and a real dataset from a melanoma clinical trial.


Published: 1 January 2006
First available in Project Euclid: 28 November 2007

zbMATH: 1268.62034
MathSciNet: MR2337834

Digital Object Identifier: 10.1214/074921706000000446

Primary: 62N01
Secondary: 62C10 , 62N02

Keywords: Additive hazards , Bayesian inference , constrained parameter , CPO, DIC , piecewise exponential distributio , proportional hazards

Rights: Copyright © 2006, Institute of Mathematical Statistics


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