A general threshold stress hybrid hazard model for lifetime data


Autoria(s): Tojeiro, Cynthia A. V.; Louzada, Francisco
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

26/08/2013

26/08/2013

2012

Resumo

In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

CAPES

CAPES

CNPq

CNPQ

Identificador

STATISTICAL PAPERS, NEW YORK, v. 53, n. 4, pp. 833-848, NOV, 2012

0932-5026

http://www.producao.usp.br/handle/BDPI/32715

10.1007/s00362-011-0386-1

http://dx.doi.org/10.1007/s00362-011-0386-1

Idioma(s)

eng

Publicador

SPRINGER

NEW YORK

Relação

STATISTICAL PAPERS

Direitos

closedAccess

Copyright SPRINGER

Palavras-Chave #BAYESIAN INFERENCE #PROPORTIONAL HAZARD AND ACCELERATED FAILURE MODELS #SURVIVAL ANALYSIS #THRESHOLD STRESS #GAMMA-GENERALIZED DISTRIBUTION #MCMC METHOD #CENSORED SURVIVAL-DATA #GAMMA-DISTRIBUTION #PARAMETER-ESTIMATION #REGRESSION-MODELS #TESTS #STATISTICS & PROBABILITY
Tipo

article

original article

publishedVersion