Bayesian semiparametric failure time models for multivariate censored data with latent variables

摘要

In this paper, we propose a semiparametric failure time model to analyze multivariate censored data with latent variables. The proposed model generalizes the conventional accelerated failure time model to accommodate latent risk factors that could be measured by multiple observed variables through a factor analysis and to incorporate additive nonparametric functions of observed and latent risk factors to examine their functional effects on multivariate failure times of interest. A Bayesian approach, along with Bayesian P‐splines and Markov chain Monte Carlo techniques, is developed to estimate the unknown parameters and functions. The empirical performance of the proposed methodology is evaluated by a simulation study. An application to a study on the risk factors of two diabetes complications is presented.