A Bayes method for a monotone hazard rate via S-paths

A class of random hazard rates, which is defined as a mixture of an indicator kernel convolved with a completely random measure, is of interest. We provide an explicit characterization of the posterior distribution of this mixture hazard rate model via a finite mixture of S-paths. A closed and tractable Bayes estimator for the hazard rate is derived to be a finite sum over S-paths. The path characterization or the estimator is proved to be a Rao--Blackwellization of an existing partition characterization or partition-sum estimator. This accentuates the importance of S-paths in Bayesian modeling of monotone hazard rates. An efficient Markov chain Monte Carlo (MCMC) method is proposed to approximate this class of estimates. It is shown that S-path characterization also exists in modeling with covariates by a proportional hazard model, and the proposed algorithm again applies. Numerical results of the method are given to demonstrate its practicality and effectiveness.Comment: Published at http://dx.doi.org/10.1214/009053606000000047 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

On Extended Quadratic Hazard Rate Distribution: Development, Properties, Characterizations and Applications

In this paper, we propose a flexible extended quadratic hazard rate (EQHR) distribution with increasing, decreasing, bathtub and upside-down bathtub hazard rate function. The EQHR density is arc, right-skewed and symmetrical shaped. This distribution is also obtained from compounding mixture distributions. Stochastic orderings, descriptive measures on the basis of quantiles, order statistics and reliability measures are theoretically established. Characterizations of the EQHR distribution are studied via different techniques. Parameters of the EQHR distribution are estimated using the maximum likelihood method. Goodness of fit of this distribution through different methods is studied

Computing Individual Risks based on Family History in Genetic Disease in the Presence of Competing Risks

When considering a genetic disease with variable age at onset (ex: diabetes , familial amyloid neuropathy, cancers, etc.), computing the individual risk of the disease based on family history (FH) is of critical interest both for clinicians and patients. Such a risk is very challenging to compute because: 1) the genotype X of the individual of interest is in general unknown; 2) the posterior distribution P(X|FH, T > t) changes with t (T is the age at disease onset for the targeted individual); 3) the competing risk of death is not negligible. In this work, we present a modeling of this problem using a Bayesian network mixed with (right-censored) survival outcomes where hazard rates only depend on the genotype of each individual. We explain how belief propagation can be used to obtain posterior distribution of genotypes given the FH, and how to obtain a time-dependent posterior hazard rate for any individual in the pedigree. Finally, we use this posterior hazard rate to compute individual risk, with or without the competing risk of death. Our method is illustrated using the Claus-Easton model for breast cancer (BC). This model assumes an autosomal dominant genetic risk factor such as non-carriers (genotype 00) have a BC hazard rate $\lambda$ 0 (t) while carriers (genotypes 01, 10 and 11) have a (much greater) hazard rate $\lambda$ 1 (t). Both hazard rates are assumed to be piecewise constant with known values (cuts at 20, 30,. .. , 80 years). The competing risk of death is derived from the national French registry

Parametric hazard rate models for long-term sickness absence

PURPOSE: In research on the time to onset of sickness absence and the duration of sickness absence episodes, Cox proportional hazard models are in common use. However, parametric models are to be preferred when time in itself is considered as independent variable. This study compares parametric hazard rate models for the onset of long-term sickness absence and return to work. METHOD: Prospective cohort study on sickness absence with four follow-up years of 53,830 employees working in the private sector in the Netherlands. The time to onset of long-term (>6 weeks) sickness absence and return to work were modelled by parametric hazard rate models. RESULTS: The exponential parametric model with a constant hazard rate most accurately described the time to onset of long-term sickness absence. Gompertz-Makeham models with monotonically declining hazard rates best described return to work. CONCLUSIONS: Parametric models offer more possibilities than commonly used models for time-dependent processes as sickness absence and return to work. However, the advantages of parametric models above Cox models apply mainly for return to work and less for onset of long-term sickness absence