Bayesian model selection and averaging in additive and proportional hazards models.

Journal Article (Journal Article)

Although Cox proportional hazards regression is the default analysis for time to event data, there is typically uncertainty about whether the effects of a predictor are more appropriately characterized by a multiplicative or additive model. To accommodate this uncertainty, we place a model selection prior on the coefficients in an additive-multiplicative hazards model. This prior assigns positive probability, not only to the model that has both additive and multiplicative effects for each predictor, but also to sub-models corresponding to no association, to only additive effects, and to only proportional effects. The additive component of the model is constrained to ensure non-negative hazards, a condition often violated by current methods. After augmenting the data with Poisson latent variables, the prior is conditionally conjugate, and posterior computation can proceed via an efficient Gibbs sampling algorithm. Simulation study results are presented, and the methodology is illustrated using data from the Framingham heart study.

Full Text

Duke Authors

Cited Authors

  • Dunson, DB; Herring, AH

Published Date

  • June 2005

Published In

Volume / Issue

  • 11 / 2

Start / End Page

  • 213 - 232

PubMed ID

  • 15938547

Electronic International Standard Serial Number (EISSN)

  • 1572-9249

International Standard Serial Number (ISSN)

  • 1380-7870

Digital Object Identifier (DOI)

  • 10.1007/s10985-004-0384-x


  • eng