关键词: 比例风险模型, 贝叶斯变量选择, 当前状态数据, EM算法, 样条

Abstract: A Bayesian proportional hazards (PH) model is proposed for analyzing current status data based on Expectation-Maximization Variable Selection (EMVS) method. This model can estimate parameters and select variables simultaneously, which efficiently improves  model interpretability and predictive ability. To identify risk factors,  appropriate priors are assigned on the indicator variables that denote the existence of covariates. The baseline cumulative hazard function is approximated via monotone splines. A novel Expectation-Maximization (EM) algorithm is developed for model fitting by using a two-stage data augmentation procedure involving latent Poisson variables. Finally, the performance of proposed method is investigated by simulations and a real data analysis.

Key words: proportional hazards model, Bayesian variable selection, current status data, EM algorithm, spline