Computations Via Auxiliary Random Functions for Survival Models
University of Michigan Business Working Paper
Posted: 14 Sep 2001
Date Written: 2000
A new simulation method, Auxiliary Random Functions, is introduced. When used within a Gibbs sampler, this method enables a unified treatment of exact, right-censored, left-censored, left-trucated and interval censored data, with and without covariates, in survival models. The models and methods are exemplified via illustrative analyses.
Keywords: Extended gamma process, Censored data, Gibbs sampling, Auxiliary functions, Covariates, Bioassay
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