Bayesian analysis of the Box-Cox transformation model based on left-truncated and right-censored data

Chunjie Wang, Jingjing Jiang, Linlin Luo and Shuying Wang

Journal of Applied Statistics, 2021, vol. 48, issue 8, 1429-1441

Abstract: In this paper, we discuss the inference problem about the Box-Cox transformation model when one faces left-truncated and right-censored data, which often occur in studies, for example, involving the cross-sectional sampling scheme. It is well-known that the Box-Cox transformation model includes many commonly used models as special cases such as the proportional hazards model and the additive hazards model. For inference, a Bayesian estimation approach is proposed and in the method, the piecewise function is used to approximate the baseline hazards function. Also the conditional marginal prior, whose marginal part is free of any constraints, is employed to deal with many computational challenges caused by the constraints on the parameters, and a MCMC sampling procedure is developed. A simulation study is conducted to assess the finite sample performance of the proposed method and indicates that it works well for practical situations. We apply the approach to a set of data arising from a retirement center.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:48:y:2021:i:8:p:1429-1441

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DOI: 10.1080/02664763.2020.1784854

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