Open Access
April 2003 Bayesian analysis of proportional hazard models
Yongdai Kim, Jaeyong Lee
Ann. Statist. 31(2): 493-511 (April 2003). DOI: 10.1214/aos/1051027878


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.


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Yongdai Kim. Jaeyong Lee. "Bayesian analysis of proportional hazard models." Ann. Statist. 31 (2) 493 - 511, April 2003.


Published: April 2003
First available in Project Euclid: 22 April 2003

zbMATH: 1053.62036
MathSciNet: MR1983539
Digital Object Identifier: 10.1214/aos/1051027878

Primary: 62C10
Secondary: 60G55

Keywords: Bayesian analysis , Censoring , left truncation , neutral to the right process , proportional hazard model , propriety of posterior

Rights: Copyright © 2003 Institute of Mathematical Statistics

Vol.31 • No. 2 • April 2003
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