Bayesian nonparametric analysis of restricted mean survival time
Chenyang Zhang and
Guosheng Yin
Biometrics, 2023, vol. 79, issue 2, 1383-1396
Abstract:
The restricted mean survival time (RMST) evaluates the expectation of survival time truncated by a prespecified time point, because the mean survival time in the presence of censoring is typically not estimable. The frequentist inference procedure for RMST has been widely advocated for comparison of two survival curves, while research from the Bayesian perspective is rather limited. For the RMST of both right‐ and interval‐censored data, we propose Bayesian nonparametric estimation and inference procedures. By assigning a mixture of Dirichlet processes (MDP) prior to the distribution function, we can estimate the posterior distribution of RMST. We also explore another Bayesian nonparametric approach using the Dirichlet process mixture model and make comparisons with the frequentist nonparametric method. Simulation studies demonstrate that the Bayesian nonparametric RMST under diffuse MDP priors leads to robust estimation and under informative priors it can incorporate prior knowledge into the nonparametric estimator. Analysis of real trial examples demonstrates the flexibility and interpretability of the Bayesian nonparametric RMST for both right‐ and interval‐censored data.
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:bla:biomet:v:79:y:2023:i:2:p:1383-1396
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