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Related Experiment Videos

Bayesian information criterion for censored survival models.

C T Volinsky1, A E Raftery

  • 1AT&T Labs, Florham Park, New Jersey 07932, USA. volinsky@research.att.com

Biometrics
|April 28, 2000
PubMed
Summary

We revised the Bayesian Information Criterion (BIC) for censored survival data by adjusting its penalty term. This modification improves variable selection accuracy and predictive performance in survival models.

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Area of Science:

  • Statistics
  • Biostatistics
  • Survival Analysis

Background:

  • The Bayesian Information Criterion (BIC) is widely used for model selection.
  • Standard BIC approximates Bayes factors with unit-information priors.
  • BIC's application to censored survival data requires adaptation.

Purpose of the Study:

  • To revise the Bayesian Information Criterion (BIC) for improved variable selection in censored survival data models.
  • To enhance the approximation of Bayes factors for survival data.
  • To improve the predictive performance of survival models.

Main Methods:

  • Proposed a revised BIC penalty term based on uncensored events, not total observations.
  • Applied the revised BIC to the Cox proportional hazards regression model using maximized partial likelihood.

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  • Evaluated the revised BIC using the Cardiovascular Health Study dataset for stroke risk prediction.
  • Main Results:

    • The revised BIC penalty term provides a better approximation to the exact Bayes factor for censored data.
    • Defining BIC using the number of deaths in the Cox model penalty term aligns with a more realistic prior.
    • The revised BIC demonstrated improved predictive performance in stroke risk assessment.

    Conclusions:

    • The proposed revision of the BIC penalty term enhances its utility for variable selection in censored survival data.
    • This adaptation leads to more accurate model selection and better predictive accuracy.
    • The revised BIC offers a valuable tool for analyzing survival data, particularly in clinical and epidemiological studies.