Bayesian Inference in Marshall–Olkin Bivariate Exponential Shared Gamma Frailty Regression Model under Random Censoring

David D. Hanagal and Richa Sharma

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 1, 24-47

Abstract: Many analyses in the epidemiological and the prognostic studies and in the studies of event history data require methods that allow for unobserved covariates or “frailties”. We consider the shared frailty model in the framework of parametric proportional hazard model. There are certain assumptions about the distribution of frailty and baseline distribution. The exponential distribution is the commonly used distribution for analyzing lifetime data. In this paper, we consider shared gamma frailty model with bivariate exponential of Marshall and Olkin (1967) distribution as baseline hazard for bivariate survival times. We solve the inferential problem in a Bayesian framework with the help of a comprehensive simulation study and real data example. We fit the model to the real-life bivariate survival data set of diabetic retinopathy data. We introduce Bayesian estimation procedure using Markov Chain Monte Carlo (MCMC) technique to estimate the parameters involved in the proposed model and then compare the true values of the parameters with the estimated values for different sample sizes.

Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:1:p:24-47

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DOI: 10.1080/03610926.2012.732182

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