Bayesian inference in a piecewise Weibull proportional hazards model with unknown change points

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    Abstract

    Summary The main difference between parametric and non-parametric survival analyses relies on model flexibility. Parametric models have been suggested as preferable because of their lower programming needs although they generally suffer from a reduced flexibility to fit field data. In this sense, parametric survival functions can be redefined as piecewise survival functions whose slopes change at given points. It substantially increases the flexibility of the parametric survival model. Unfortunately, we lack accurate methods to establish a required number of change points and their position within the time space. In this study, a Weibull survival model with a piecewise baseline hazard function was developed, with change points included as unknown parameters in the model. Concretely, a Weibull log-normal animal frailty model was assumed, and it was solved with a Bayesian approach. The required fully conditional posterior distributions were derived. During the sampling process, all the parameters in the model were updated using a Metropolis-Hastings step, with the exception of the genetic variance that was updated with a standard Gibbs sampler. This methodology was tested with simulated data sets, each one analysed through several models with different number of change points. The models were compared with the Deviance Information Criterion, with appealing results. Simulation results showed that the estimated marginal posterior distributions covered well and placed high density to the true parameter values used in the simulation data. Moreover, results showed that the piecewise baseline hazard function could appropriately fit survival data, as well as other smooth distributions, with a reduced number of change points. © 2007 The Author Journal compilation 2007 Blackwell Verlag, Berlin.
    Original languageEnglish
    Pages (from-to)176-184
    JournalJournal of Animal Breeding and Genetics
    Volume124
    Issue number4
    DOIs
    Publication statusPublished - 1 Aug 2007

    Keywords

    • Bayesian inference
    • Change point model
    • Piecewise baseline
    • Proportional hazard
    • Survival analysis
    • Weibull

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