Bayesian inferences in the Cox model for order-restricted hypotheses.

Published

Journal Article

In studying the relationship between an ordered categorical predictor and an event time, it is standard practice to include dichotomous indicators of the different levels of the predictor in a Cox model. One can then use a multiple degree-of-freedom score or partial likelihood ratio test for hypothesis testing. Often, interest focuses on comparing the null hypothesis of no difference to an order-restricted alternative, such as a monotone increase across levels of a predictor. This article proposes a Bayesian approach for addressing hypotheses of this type. We reparameterize the Cox model in terms of a cumulative product of parameters having conjugate prior densities, consisting of mixtures of point masses at one, and truncated gamma densities. Due to the structure of the model, posterior computation can proceed via a simple and efficient Gibbs sampling algorithm. Posterior probabilities for the global null hypothesis and subhypotheses, comparing the hazards for specific groups, can be calculated directly from the output of a single Gibbs chain. The approach allows for level sets across which a predictor has no effect. Generalizations to multiple predictors are described, and the method is applied to a study of emergency medical treatment for stroke.

Full Text

Duke Authors

Cited Authors

  • Dunson, DB; Herring, AH

Published Date

  • December 2003

Published In

Volume / Issue

  • 59 / 4

Start / End Page

  • 916 - 923

PubMed ID

  • 14969470

Pubmed Central ID

  • 14969470

Electronic International Standard Serial Number (EISSN)

  • 1541-0420

International Standard Serial Number (ISSN)

  • 0006-341X

Digital Object Identifier (DOI)

  • 10.1111/j.0006-341x.2003.00106.x

Language

  • eng