The Bernstein-Von Mises Theorem in Semiparametric Competing Risks Models
AbstractSemiparametric Bayesian models are nowadays a popular tool in survival analysis. An important area of research concerns the investigation of frequentist properties of these models. In this paper, a Bernstein-von Mises theorem is derived for semiparametric Bayesian models of competing risks data. The cause-specific hazard is taken as the product of the conditional probability of a failure type and the overall hazard rate. We model the conditional probability as a smooth function of time and leave the cumulative overall hazard unspecified. A prior distribution is defined on the joint parameter space, which includes a beta process prior for the cumulative overall hazard. We show that the posterior distribution for any differentiable functional of interest is asymptotically equivalent to the sampling distribution derived from maximum likelihood estimation. A simulation study is provided to illustrate the coverage properties of credible intervals on cumulative incidence functions.
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Bibliographic InfoPaper provided by ICER - International Centre for Economic Research in its series ICER Working Papers - Applied Mathematics Series with number 17-2007.
Length: 22 pages
Date of creation: Mar 2007
Date of revision:
Bayesian nonparametrics; Bernstein-von Mises theorem; beta process; competing risks; conditional probability of a failure type; semiparametric inference.;
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- Dario Gasbarra, 2000. "Analysis of Competing Risks by Using Bayesian Smoothing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 27(4), pages 605-617.
- Pierpaolo De Blasi & Nils Lid Hjort, 2007. "Bayesian Survival Analysis in Proportional Hazard Models with Logistic Relative Risk," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 34(1), pages 229-257.
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