Bayesian accelerated failure time analysis with application to veterinary epidemiology.

Standard methods for analysing survival data with covariates rely on asymptotic inferences. Bayesian methods can be performed using simple computations and are applicable for any sample size. We propose a practical method for making prior specifications and discuss a complete Bayesian analysis for parametric accelerated failure time regression models. We emphasize inferences for the survival curve rather than regression coefficients. A key feature of the Bayesian framework is that model comparisons for various choices of baseline distribution are easily handled by the calculation of Bayes factors. Such comparisons between non-nested models are difficult in the frequentist setting. We illustrate diagnostic tools and examine the sensitivity of the Bayesian methods. Copyright 2000 John Wiley & Sons, Ltd.