Bayesian Chi-square TTE fit
Using Bayesian chi-square tests to assess goodness of fit for time-to-event data
This software computes the Bayesian chi square test of Valen Johnson [1] for right-censored time-to-event data. It tests the
goodness of fit of the best fit to the data from
the following distribution families:
- exponential
- gamma
- inverse gamma
- Weibull
- log normal
- log logistic
- log odds rate
The software applies an inequality of Rychlik [2] to obtain an upper bound on the p-value of the Bayesian chi-square statistics.
The software also provides the BIC ("Bayesian information criteria") and DIC
("deviance information criteria") for comparison.
This is a command line application which produces HTML output. Please see
this
FAQ if you are unfamiliar with running command line software.
See the
BCSTTE user's guide for
more information about how the software works.
References
-
Valen Johnson.
A Bayesian χ² test for goodness-of-fit, Annals of Statistics,
2004, Vol 32, No. 6, 2361-2384.
- Tomasz Rychlik.
Bounds for order statistics based on dependent variables with non-identical distributions'', Statistics & Probability Letters 23 (1995) 351--358.
John Cook developed this software using Visual C++.