On Bayesian inference for proportional hazards models using noninformative priors

In this article, we investigate the properties of the posterior distribution under the uniform improper prior for two commonly used proportional hazards models; the Weibull regression model and the extreme value regression model. We allow the observations to be right censored. We obtain sufficient c...

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Bibliographic Details
Published inLifetime data analysis Vol. 6; no. 4; pp. 331 - 341
Main Authors Kim, S W, Ibrahim, J G
Format Journal Article
LanguageEnglish
Published United States Springer Nature B.V 01.12.2000
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Summary:In this article, we investigate the properties of the posterior distribution under the uniform improper prior for two commonly used proportional hazards models; the Weibull regression model and the extreme value regression model. We allow the observations to be right censored. We obtain sufficient conditions for the existence of the posterior moment generating function of the regression coefficients. A dataset involving a lung cancer clinical trial and a simulation are presented to illustrate our results.
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ISSN:1380-7870
1572-9249
DOI:10.1023/A:1026505331236