生存数据的动态贝叶斯模型

Dynamic Bayesian Models for Survival Data

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1991
被引 171
ABS 3

中文导读

提出动态贝叶斯模型,研究解释变量效应随时间变化的生存数据,通过序贯分析和广义建模方法更新参数,并提供预测和数值应用。

Abstract

Dynamic models are proposed for the study of survival data with explanatory variables whose effects change through time. The parameters modelling these effects are allowed to vary between time intervals and a system equation provides the stochastic link for adjacent values. Sequential analysis is used, based on a factorization of the likelihood over the time intervals. The updating equations are obtained via the dynamic generalized modelling approach of West, Harrison and Migon. Predictive features for follow‐up studies and analysis of new observations are obtained and some numerical applications are provided.

贝叶斯统计生存分析计量经济学动态模型