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Quantile function models for survival data analysis

Yuzhi Cai Orcid Logo

Australian and New Zealand Journal of Statistics, Volume: 55, Pages: 155 - 172

Swansea University Author: Yuzhi Cai Orcid Logo

Abstract

In this paper we propose a quantile survival model to analyze censored data. Thisapproach provides a very effective way to construct a proper model for the survival timeconditional on some covariates. Once a quantile survival model for the censored data isestablished, the survival density, survival...

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Published in: Australian and New Zealand Journal of Statistics
Published: 2013
URI: https://cronfa.swan.ac.uk/Record/cronfa15288
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Abstract: In this paper we propose a quantile survival model to analyze censored data. Thisapproach provides a very effective way to construct a proper model for the survival timeconditional on some covariates. Once a quantile survival model for the censored data isestablished, the survival density, survival or hazard functions of the survival time can beobtained easily. For illustration purposes, we focus on a model that is based on thegeneralized lambda distribution (GLD). The GLD and many other quantile functionmodels are defined only through their quantile functions, no closed-form expressions areavailable for other equivalent functions. We also develop a Bayesian Markov ChainMonte Carlo (MCMC) method for parameter estimation. Extensive simulation studieshave been conducted. Both simulation study and application results show that theproposed quantile survival models can be very useful in practice.
Keywords: Bayesian method; generalized lambda distribution; survival function; survival data; quantile function
College: Faculty of Humanities and Social Sciences
Start Page: 155
End Page: 172