On the Bayesian estimation and influence diagnostics for the Weibull-Negative-Binomial regression model with cure rate under latent failure causes

Bao Yiqi, Vicente G. Cancho and Francisco Louzada

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 3, 1462-1489

Abstract: The purpose of this paper is to develop a Bayesian approach for the Weibull-Negative-Binomial regression model with cure rate under latent failure causes and presence of randomized activation mechanisms. We assume the number of competing causes of the event of interest follows a Negative Binomial (NB) distribution while the latent lifetimes are assumed to follow a Weibull distribution. Markov chain Monte Carlos (MCMC) methods are used to develop the Bayesian procedure. Model selection to compare the fitted models is discussed. Moreover, we develop case deletion influence diagnostics for the joint posterior distribution based on the ψ-divergence, which has several divergence measures as particular cases. The developed procedures are illustrated with a real data set.

Date: 2017
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DOI: 10.1080/03610926.2015.1019150

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