Bayesian Semiparametric Dynamic Frailty Models for Multiple Event Time Data

Abstract
SummaryMany biomedical studies collect data on times of occurrence for a health event that can occur repeatedly, such as infection, hospitalization, recurrence of disease, or tumor onset. To analyze such data, it is necessary to account for within‐subject dependency in the multiple event times. Motivated by data from studies of palpable tumors, this article proposes a dynamic frailty model and Bayesian semiparametric approach to inference. The widely used shared frailty proportional hazards model is generalized to allow subject‐specific frailties to change dynamically with age while also accommodating nonproportional hazards. Parametric assumptions on the frailty distribution are avoided by using Dirichlet process priors for a shared frailty and for multiplicative innovations on this frailty. By centering the semiparametric model on a conditionally conjugate dynamic gamma model, we facilitate posterior computation and lack‐of‐fit assessments of the parametric model. Our proposed method is demonstrated using data from a cancer chemoprevention study.