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A general threshold stress hybrid hazard model for lifetime data

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Abstract

In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

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Authors and Affiliations

  1. DEs-UFSCar, Universidade Federal de São Carlos, CP 676, São Carlos, SP, 13565-905, Brazil

    Cynthia A. V. Tojeiro

  2. SME-ICMC-USP, Universidade de São Paulo, CP 668, São Carlos, SP, 13566-970, Brazil

    Francisco Louzada

Authors
  1. Cynthia A. V. Tojeiro
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  2. Francisco Louzada
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Correspondence to Francisco Louzada.

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Tojeiro, C.A.V., Louzada, F. A general threshold stress hybrid hazard model for lifetime data. Stat Papers 53, 833–848 (2012). https://doi.org/10.1007/s00362-011-0386-1

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