Hybrid Bayesian Estimation in the additive hazards model

Fuente: arXiv
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Autori principali: Álvarez, Enrique Ernesto, Riddick, Maximiliano Luis
Natura: Preprint
Pubblicazione: 2025
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author Álvarez, Enrique Ernesto
Riddick, Maximiliano Luis
author_facet Álvarez, Enrique Ernesto
Riddick, Maximiliano Luis
contents Hereby we propose a Bayesian method of estimation for the semiparametric Additive Hazards Model (AHM) from Survival Analysis under right-censoring. With this aim, we review the AHM revisiting the likelihood function, so as to comment on the challenges posed by Bayesian estimation from the full likelihood. Through an algorithmic reformulation of that likelihood, we present an alternative method based on a hybrid Bayesian treatment that exploits Lin and Ying (1994) estimating equation approach and which chooses tractable priors for the parameters. We obtain the estimators from the posterior distributions in closed form, we perform a small simulation experiment, and lastly, we illustrate our method with the classical Nickels Miners dataset and a brief simulation experiment.
format Preprint
id arxiv_https___arxiv_org_abs_2505_20681
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Hybrid Bayesian Estimation in the additive hazards model
Álvarez, Enrique Ernesto
Riddick, Maximiliano Luis
Methodology
Statistics Theory
Hereby we propose a Bayesian method of estimation for the semiparametric Additive Hazards Model (AHM) from Survival Analysis under right-censoring. With this aim, we review the AHM revisiting the likelihood function, so as to comment on the challenges posed by Bayesian estimation from the full likelihood. Through an algorithmic reformulation of that likelihood, we present an alternative method based on a hybrid Bayesian treatment that exploits Lin and Ying (1994) estimating equation approach and which chooses tractable priors for the parameters. We obtain the estimators from the posterior distributions in closed form, we perform a small simulation experiment, and lastly, we illustrate our method with the classical Nickels Miners dataset and a brief simulation experiment.
title Hybrid Bayesian Estimation in the additive hazards model
topic Methodology
Statistics Theory
url https://arxiv.org/abs/2505.20681