Journal of University of Science and Technology of China ›› 2020, Vol. 50 ›› Issue (10): 1303-1314.DOI: 10.3969/j.issn.0253-2778.2020.10.003

• Research Article • Previous Articles     Next Articles

Bayesian variable selection for proportional hazards model with current status data

  

  1. Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026,  China
  • Received:2020-09-12 Revised:2020-10-20 Online:2020-10-31 Published:2020-12-07
  • About author:Cui Di: PhD cadidate.Research field:Statistical model. E-mail:cuidi@mail.ustc.edu.cn

    Zhang Weiping:Corresponding author, PhD/professor. Research field:Statistical learning theory.E-mail:zwp@ustc.edu.cn

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

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