Bayesian case influence diagnostics for survival models

H Cho, JG Ibrahim, D Sinha, H Zhu - Biometrics, 2009 - academic.oup.com
Biometrics, 2009academic.oup.com
We propose Bayesian case influence diagnostics for complex survival models. We develop
case deletion influence diagnostics for both the joint and marginal posterior distributions
based on the Kullback–Leibler divergence (K–L divergence). We present a simplified
expression for computing the K–L divergence between the posterior with the full data and
the posterior based on single case deletion, as well as investigate its relationships to the
conditional predictive ordinate. All the computations for the proposed diagnostic measures …
Summary
We propose Bayesian case influence diagnostics for complex survival models. We develop case deletion influence diagnostics for both the joint and marginal posterior distributions based on the Kullback–Leibler divergence (K–L divergence). We present a simplified expression for computing the K–L divergence between the posterior with the full data and the posterior based on single case deletion, as well as investigate its relationships to the conditional predictive ordinate. All the computations for the proposed diagnostic measures can be easily done using Markov chain Monte Carlo samples from the full data posterior distribution. We consider the Cox model with a gamma process prior on the cumulative baseline hazard. We also present a theoretical relationship between our case-deletion diagnostics and diagnostics based on Cox's partial likelihood. A simulated data example and two real data examples are given to demonstrate the methodology.
Oxford University Press
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