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.
Publié le : 2003-04-14
Classification:
Bayesian analysis,
proportional hazard model,
left truncation,
censoring,
neutral to the right process,
propriety of posterior,
62C10,
60G55
@article{1051027878,
author = {Kim, Yongdai and Lee, Jaeyong},
title = {Bayesian analysis of proportional hazard models},
journal = {Ann. Statist.},
volume = {31},
number = {1},
year = {2003},
pages = { 493-511},
language = {en},
url = {http://dml.mathdoc.fr/item/1051027878}
}
Kim, Yongdai; Lee, Jaeyong. Bayesian analysis of proportional hazard models. Ann. Statist., Tome 31 (2003) no. 1, pp. 493-511. http://gdmltest.u-ga.fr/item/1051027878/