Modelagens estatística para dados de sobrevivência bivariados : uma abordagem bayesiana

• Ano de defesa: 2017
• Autor(a) principal: Ribeiro, Taís Roberta
• Orientador(a): Suzuki, Adriano Kamimura
• Tipo de documento: Dissertação
• Tipo de acesso: Acesso aberto
• Idioma: por
• Instituição de defesa: Universidade Federal de São Carlos; Câmpus São Carlos
• Programa de Pós-Graduação: Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs
• Palavras-chave em Português: Análise de sobrevivência; Dados de sobrevivência bivariados; Funções cópulas; Fração de cura
• Palavras-chave em Inglês: Survival analysis; Bivariate survival data; Copula functions; Cure fraction
• Área do conhecimento CNPq: CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA
• Link de acesso: https://repositorio.ufscar.br/handle/20.500.14289/9015

The frailty models are used to model the possible associations between survival times. Another alternative developed for modeling the dependence between multivariate data is the use of models based on copulas functions. In this paper we propose two derived survival models of copula of the Ali-Mikhail-Haq (AMH) and of the Frank to model the dependence of bivariate data in the presence of covariates and censored observations. For inferential purposes, we conducted a Bayesian approach using Monte Carlo methods in Markov Chain (MCMC). Some discussions on the model selection criteria were presented. In order to detect influential observations we use the Bayesian method of cases of deletion of influence analysis based on the difference ^. Finally, we show the applicability of the proposed models to sets of simulated and real data. We present, too, a new survival model with bivariate fraction of healing, which takes into account three settings for the latent activation mechanism: random activation, first activation and final activation. We apply this model to a set of Direct Credit loan data to the Consumer mode (DCC) and compare the settings, through Bayesian criteria for selection of models, which of the three models best fit. Finally, we show our future proposal for further research.