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用狄利克雷过程建模加速失效时间

Modelling Accelerated Failure Time with a Dirichlet Process

Biometrika · 1988
被引 4
ABS 4

中文导读

本文用狄利克雷过程作为基线生存函数的先验,建立加速失效时间模型,重点估计给定协变量下未来个体的生存分布,并给出回归系数的估计方法,在模拟数据和斯坦福心脏移植数据上表现良好。

Abstract

The relationship between survival times and covariates is modelled via the accelerated failure time model with a Dirichlet process prior assumed for the underlying baseline survival function. Emphasis is placed on estimating the survival distribution for future individuals with given covariates. A method of estimating regression coefficients which uses the marginal distribution for observed censored data is given. The proposed procedures are shown to perform reasonably on two artificial data sets, and an analysis of the Stanford heart transplant data is given.

生存分析贝叶斯统计计量经济学加速失效时间模型