A General Class of Change Point and Change Curve Modeling for Life Time Data
Source: Annals of the Institute of Statistical Mathematics, Volume 54, Number 3, 2002 , pp. 517-530(14)
Publisher: Springer
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- In this Subject: Mathematics and Statistics
- By this author: Patra K. ; Dey D.K.
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Abstract:
Change point hazard rate models arise in many life time data analysis, for example, in studying times until the undesirable side effects occur in clinical trials. In this paper we propose a general class of change point hazard model for survival data. This class includes and extends different types of change point models for survival data, e.g. cure rate model and lag model. Most classical approach develops estimates of model parameters, with particular interest in change point parameter and often the whole hazard function, but exclusively in terms of asymptotic properties. We propose a Bayesian approach, avoiding asymptotics and provide inference conditional upon the observed data. The proposed Bayesian models are fitted using Markov chain Monte Carlo method. We illustrate our proposed methodology with an application to modeling life times of the printed circuit board.
Keywords: Change point; Gibbs sampling; hazard function; posterior inference; survival function
Language: English
Document Type: Research article
Affiliations: 1: Center for Biostatistics in AIDS Research, Department of Biostatistics, Harvard School of Public Health, 5th Floor, 651 Huntington Ave, Boston, MA 02115, U.S.A. 2: Department of Statistics, University of Connecticut, U120, 215 Glen Brook Road, Storrs, CT 06269, U.S.A.
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