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Computations via Auxiliary Random Functions for Survival Models
Author(s) -
LAUD PURUSHOTTAM W.,
DAMIEN PAUL,
WALKER STEPHEN G.
Publication year - 2006
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/j.1467-9469.2006.00473.x
Subject(s) - mathematics , covariate , computation , gibbs sampling , statistics , survival analysis , interval (graph theory) , random effects model , survival function , econometrics , algorithm , combinatorics , medicine , bayesian probability , meta analysis
. A new simulation method, auxiliary random functions is introduced. When used within a Gibbs sampler, this method enables a unified treatment of exact, right‐censored, left‐censored, left‐truncated and interval censored data, with and without covariates in survival models. The models and methods are exemplified via illustrative analysis.