Skip to main content
Log in

Monte Carlo methods for nonparametric survival model determination

  • Published:
Journal of the Italian Statistical Society Aims and scope Submit manuscript

Summary

In the causal analysis of survival data a time-based response is related to a set of explanatory variables. Definition of the relation between the time and the covariates may become a difficult task, particularly in the preliminary stage, when the information is limited. Through a nonparametric approach, we propose to estimate the survival function allowing to evaluate the relative importance of each potential explanatory variable, in a simple and explanatory fashion. To achieve this aim, each of the explanatory variables is used to partition the observed survival times. The observations are assumed to be partially exchangeable according to such partition. We then consider, conditionally on each partition, a hierarchical nonparametric Bayesian model on the hazard functions. We define and compare different prior distribution for the hazard functions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Arjas, E. andGasbarra, D. (1994), Nonparametric bayesian inference from right censored survival data, using the gibbs sampler.Statistica Sinica, 4, 505–524.

    MATH  MathSciNet  Google Scholar 

  • Chib, S. (1995), Marginal likelihood from the Gibbs output.Journal of the American Statistical Association, 90, 1313–1321.

    Article  MATH  MathSciNet  Google Scholar 

  • Consonni, G. andVeronese, P. (1995), A Bayesian method for combining results from several binomial experiments.Journal of the American Statistical Association, 90, 935–944.

    Article  MATH  MathSciNet  Google Scholar 

  • Cox, D. R. (1972), Regression models and life tables (with discussion).Journal of Royal Statistical Society B, 34, 187–220.

    MATH  Google Scholar 

  • Ferguson, T. S. andPhadia, E. G. (1979), Bayesian nonparametric estimation based on censored data.Annals of Statistics, 7, 163–186.

    Article  MATH  MathSciNet  Google Scholar 

  • Gill, R. D. andJohansen, S. (1990), A survey of product integration with a view toward application in survival analysis.Annals of Statistics, 18, 1259–1294.

    Article  MathSciNet  Google Scholar 

  • Gilks, W. R., Richardson, S. andSpiegelhalter, D. J. (1996),Markov Chain Monte Carlo in Practice. London: Chapman & Hall.

    MATH  Google Scholar 

  • Giudici, P. andMezzetti, M. (1998), Nonparametric estimation of survival functions by means of partial exchangeability structures.Test, 7, 111–132.

    Article  MATH  MathSciNet  Google Scholar 

  • Hjort, N. L. (1990), Nonparametric Bayes estimator based on beta processes in models for life history data.Annals of Statistics, 18, 1259–1294.

    Article  MATH  MathSciNet  Google Scholar 

  • Kalbfleisch, J. D. (1978), Non-parametric Bayesian analysis of Survival Time Data.Journal of Royal Statistical Society B, 40, 214–221.

    MATH  MathSciNet  Google Scholar 

  • Laud, P. W., Damien, P. andSmith, A. F. M. (1998), Bayesian Nonparametric and Covariate Analysis of Failure Time Data. InPractical Nonparametric and Semiparametric Bayesian Statistics (Eds. D. K. Dey, P. Muller, D. Sinha). New York: Springer-Verlag, 213–225.

    Google Scholar 

  • Levy (1937), Theorie de l’Addition des Variables Aleatorie, Paris: Gauthier-Villars.

    Google Scholar 

  • Malec, D. andSedransk, J. (1992), Bayesian methodology for combining the results from different experiments when the specifications for pooling are uncertain.Biometrika, 79, 593–601.

    Article  MATH  Google Scholar 

  • Newton, M. A. andRaftery, A. E. (1994), Approximate Bayesian Inference by the weighted Likelihood Bootstrap.Journal of the Royal Statistical Society B, 56, 3–4.

    MATH  MathSciNet  Google Scholar 

  • Prentice, R. L. (1973), Exponential survivals with censoring and explanatory variables.Biometrika, 60, 279–288.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Maura Mezzetti.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mezzetti, M., Giudici, P. Monte Carlo methods for nonparametric survival model determination. J. Ital. Statist. Soc. 8, 49 (1999). https://doi.org/10.1007/BF03178940

Download citation

  • DOI: https://doi.org/10.1007/BF03178940

Keywords

Navigation