Bayesian Estimation of Cox Proporional Hazard model under A Piecewise Constant model for Baseline Hazard and the problem of Survival Time Axis Grid
Fatih Chellai, Naima Boudrissa · African Journal of Applied Statistics · 2019
The determination of the number and the lengths of intervals of the baseline risk function λ 0 (t), is an important issue in Piecewise constant Exponential Models (PEM) and Proportional Hazard Models (PH), especially, when using Bayesian inference.In this context, we propose a simple method to estimate that number and thoses lenghts of interval for constructing Bayesian PH Cox model.Based on real data, the obtained results that the estimated parameters are not affected, but the log-likelihood and information criterion are very sensitive.On this, the problem of model selection is considered to assess the influence on decision making.