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A Class of Bayesian Shared Gamma Frailty Models with Multivariate Failure Time Data

Guosheng Yin and Joseph G. Ibrahim
Biometrics
Vol. 61, No. 1 (Mar., 2005), pp. 208-216
Stable URL: http://www.jstor.org/stable/3695664
Page Count: 9
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A Class of Bayesian Shared Gamma Frailty Models with Multivariate Failure Time Data
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Abstract

For multivariate failure time data, we propose a new class of shared gamma frailty models by imposing the Box-Cox transformation on the hazard function, and the product of the baseline hazard and the frailty. This novel class of models allows for a very broad range of shapes and relationships between the hazard and baseline hazard functions. It includes the well-known Cox gamma frailty model and a new additive gamma frailty model as two special cases. Due to the nonnegative hazard constraint, this shared gamma frailty model is computationally challenging in the Bayesian paradigm. The joint priors are constructed through a conditional-marginal specification, in which the conditional distribution is univariate, and it absorbs the nonlinear parameter constraints. The marginal part of the prior specification is free of constraints. The prior distributions allow us to easily compute the full conditionals needed for Gibbs sampling, while incorporating the constraints. This class of shared gamma frailty models is illustrated with a real dataset.

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