Computations Via Auxiliary Random Functions for Survival Models

University of Michigan Business Working Paper

Posted: 14 Sep 2001

See all articles by Purushottam Papatla

Purushottam Papatla

University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business; University of Wisconsin-Milwaukee

Paul Damien

University of Texas at Austin - McCombs School of Business

Stephen G. Walker

University of Bath - School of Mathematical Sciences

Date Written: 2000

Abstract

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

Suggested Citation

Papatla, Purushottam and Papatla, Purushottam and Damien, Paul and Walker, Stephen G., Computations Via Auxiliary Random Functions for Survival Models (2000). University of Michigan Business Working Paper, Available at SSRN: https://ssrn.com/abstract=249152

Purushottam Papatla

University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business ( email )

P.O. Box 742
3202 N. Maryland Ave.
Milwaukee, WI 53201-0742
United States

University of Wisconsin-Milwaukee

Lubar Hall 481
3202 N. Maryland Ave.
Milwaukee, WI 53211
United States

Paul Damien (Contact Author)

University of Texas at Austin - McCombs School of Business ( email )

Austin, TX 78712
United States

Stephen G. Walker

University of Bath - School of Mathematical Sciences ( email )

Bath, BA2 7AY
United Kingdom

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