Bayesian Influence Measures for Joint Models for Longitudinal and Survival Data

This article develops a variety of influence measures for carrying out perturbation (or sensitivity) analysis to joint models of longitudinal and survival data (JMLS) in Bayesian analysis. A perturbation model is introduced to characterize individual and global perturbations to the three components of a Bayesian model, including the data points, the prior distribution, and the sampling distribution. Local influence measures are proposed to quantify the degree of these perturbations to the JMLS. The proposed methods allow the detection of outliers or influential observations and the assessment of the sensitivity of inferences to various unverifiable assumptions on the Bayesian analysis of JMLS. Simulation studies and a real data set are used to highlight the broad spectrum of applications for our Bayesian influence methods.

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