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A Class of Parametric Dynamic Survival Models

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Abstract

A class of parametric dynamic survival models are explored in which only limited parametric assumptions are made, whilst avoiding the assumption of proportional hazards. Both the log-baseline hazard and covariate effects are modelled by piecewise constant and correlated processes. The method of estimation is to use Markov chain Monte Carlo simulations Gibbs sampling with a Metropolis–Hastings step. In addition to standard right censored data sets, extensions to accommodate interval censoring and random effects are included. The model is applied to two well known and illustrative data sets, and the dynamic variability of covariate effects investigated.

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Authors and Affiliations

  1. Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK

    K. Hemming & J. E. H. Shaw

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  1. K. Hemming
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  2. J. E. H. Shaw
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Correspondence to K. Hemming.

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Hemming, K., Shaw, J. A Class of Parametric Dynamic Survival Models. Lifetime Data Anal 11, 81–98 (2005). https://doi.org/10.1007/s10985-004-5641-5

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  • DOI: https://doi.org/10.1007/s10985-004-5641-5

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