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Selecting Factors Predictive of Heterogeneity in Multivariate Event Time Data

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In multivariate survival analysis, investigators are often interested in testing for heterogeneity among clusters, both overall and within specific classes. We represent different hypotheses about the heterogeneity structure using a sequence of gamma frailty models, ranging from a null model with no random effects to a full model having random effects for each class. Following a Bayesian approach, we define prior distributions for the frailty variances consisting of mixtures of point masses at zero and inverse-gamma densities. Since frailties with zero variance effectively drop out of the model, this prior allocates probability to each model in the sequence, including the overall null hypothesis of homogeneity. Using a counting process formulation, the conditional posterior distributions of the frailties and proportional hazards regression coefficients have simple forms. Posterior computation proceeds via a data augmentation Gibbs sampling algorithm, a single run of which can be used to obtain model-averaged estimates of the population parameters and posterior model probabilities for testing hypotheses about the heterogeneity structure. The methods are illustrated using data from a lung cancer trial.

Keywords: Gamma frailties; MCMC algorithm; Model averaging; Multivariate survival analysis; Proportional hazards; Random effects; Test for homogeneity; Variable selection

Document Type: Research Article


Publication date: June 1, 2004


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