Arbeitspapier

Geoadditive survival models

Survival data oftern contain small area geographical or spatial information, such as the residence of individuals. In many cases the impact of such spatial effects on hazard rates is of considerable substantive interest. Therefore, extensions of known survival or hazard rate models to spatial models have been suggested recently. Mostly, a spatial component is added to the usual linear predictor of the Cox model. We propose flexible continuous time geoadditive models, extending the Cox model with respect to several aspects often needed in applications: The common linear predictor is generalized to ana additive predictor, including nonparameteric components for the log baseline hazard, time varying effects and possibly nonlinear effects of continuous covariates or further time scales, and a spatial component for geographical effects. In addition, uncorrelated frailty effects or nonlinear two way interactions can be incorporated. Inference is developed within a unified fully Bayesian framework. We prefer to use penalized regression splines and Markov random fields as basic building blocks, but geostatistical (kriging) models are also considered. Posterior analysis uses computationally efficient MCMC sampling schemes. Smoothing parameters are an integral part of the model and are estimated automatically. Propriety of posteriors is shown under fairly general conditions, and practical performance is investigated through simulation studies. We apply our approach to data from a case study in London and Essex that aims to estimate the effect of area of residence and further covariates on waiting times to coronary artery bypass graft (CABG). Results provide clear evidence of nonlinear time varying effects, and considerable spatial varability of waiting times to bypass graft.

Sprache
Englisch

Erschienen in
Series: Discussion Paper ; No. 414

Thema
Bayesian hazard rate model
Markov random field
penalized spline
MCMC
semiparametric modelling
spatial survival data

Ereignis
Geistige Schöpfung
(wer)
Hennerfeind, Andrea
Brezger, Andreas
Fahrmeir, Ludwig
Ereignis
Veröffentlichung
(wer)
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
(wo)
München
(wann)
2005

DOI
doi:10.5282/ubm/epub.1783
Handle
URN
urn:nbn:de:bvb:19-epub-1783-3
Letzte Aktualisierung
10.03.2025, 11:42 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Hennerfeind, Andrea
  • Brezger, Andreas
  • Fahrmeir, Ludwig
  • Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen

Entstanden

  • 2005

Ähnliche Objekte (12)