蔡敬衡, 王若宁. 加速失效时间模型的贝叶斯参数估计和变量选择[J]. 应用概率统计, 2023, 39(6): 849-858. DOI: 10.3969/j.issn.1001-4268.2023.06.005
引用本文: 蔡敬衡, 王若宁. 加速失效时间模型的贝叶斯参数估计和变量选择[J]. 应用概率统计, 2023, 39(6): 849-858. DOI: 10.3969/j.issn.1001-4268.2023.06.005
CAI Jingheng, WANG Ruoning. Bayesian Estimation and Variable Selection of Accelerate Failure Time Models[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(6): 849-858. DOI: 10.3969/j.issn.1001-4268.2023.06.005
Citation: CAI Jingheng, WANG Ruoning. Bayesian Estimation and Variable Selection of Accelerate Failure Time Models[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(6): 849-858. DOI: 10.3969/j.issn.1001-4268.2023.06.005

加速失效时间模型的贝叶斯参数估计和变量选择

Bayesian Estimation and Variable Selection of Accelerate Failure Time Models

  • 摘要: 本文主要考虑利用贝叶斯方法分析加速失效时间模型.在该模型中, 误差项的分布为未知并采用P\'olya Tree分布进行逼近.本文利用贝叶斯Lasso和马尔科夫链蒙特卡罗方法对模型进行参数估计和变量选择.模拟结果显示本文提出的方法能准确识别模型中重要的影响因子并能得到准确的参数估计.本文最后利用此模型识别~II~型糖尿病人生存时间的重要风险因子.

     

    Abstract: This paper mainly proposes Bayesian methods to analyze the accelerated failure time models. In this model, the distribution of the error terms is unknown and approximated with a P\'olya tree distribution. This paper employs the Bayesian Lasso and Markov chain Monte Carlo methods for parameter estimation and variable selection. Simulation studies demonstrate that the proposed methods can identify the important factors and provide accurate estimates. Finally, the proposed model is applied to identify the risk factors of survival times of the Type II diabetic patients.

     

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