تقرير
A Bayesian Survival Model for Time-Varying Coefficients and Unobserved Heterogeneity
| العنوان: | A Bayesian Survival Model for Time-Varying Coefficients and Unobserved Heterogeneity |
|---|---|
| المؤلفون: | Knaus, Peter, Winkler, Daniel, Jomrich, Gerd |
| سنة النشر: | 2022 |
| مصطلحات موضوعية: | Statistics - Methodology, Statistics - Computation, 62N02, G.3 |
| الوصف: | Dynamic survival models are a flexible tool for overcoming limitations of popular methods in the field of survival analysis. While this flexibility allows them to uncover more intricate relationships between covariates and the time-to-event, it also has them running the risk of overfitting. This paper proposes a solution to this issue based on state of the art global-local shrinkage priors and shows that they are able to effectively regularize the amount of time-variation observed in the parameters. Further, a novel approach to accounting for unobserved heterogeneity in the data through a dynamic factor model is introduced. An efficient MCMC sampler is developed and made available in an accompanying R package. Finally, the method is applied to a current data set of survival times of patients with adenocarcinoma of the gastroesophageal junction. Comment: 19 pages, 3 figures, 2 tables |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2206.11320 |
| رقم الأكسشن: | edsarx.2206.11320 |
| قاعدة البيانات: | arXiv |
كن أول من يترك تعليقا!