Bayesian analysis of paired survival data using a bivariate exponential distribution.
We consider a Bayesian analysis method of paired survival data using a bivariate exponential model proposed by Moran (1967, Biometrika 54:385-394). Important features of Moran's model include that the marginal distributions are exponential and the range of the correlation coefficient is between 0 and 1. These contrast with the popular exponential model with gamma frailty. Despite these nice properties, statistical analysis with Moran's model has been hampered by lack of a closed form likelihood function. In this paper, we introduce a latent variable to circumvent the difficulty in the Bayesian computation. We also consider a model checking procedure using the predictive Bayesian P-value.
Lee
Jaeyong
J
Department of Statistics, Seoul National University, Sillimdong Kwanakgu, Seoul 151-742, Korea. leej@stats.snu.ac.kr
Kim
Jinseog
J
Jung
Sin-Ho
SH
D001499:Bayes Theorem; D003198:Computer Simulation; D006801:Humans; D008390:Markov Chains; D015233:Models, Statistical; D009010:Monte Carlo Method; D016019:Survival Analysis