Estimation of a Piecewise Exponential Model by Bayesian P-splines Techniques for Prognostic Assessment and Prediction

Methods for fitting survival regression models with a penalized smoothed hazard function have been recently discussed, even though they could be cumbersome. A simpler alternative which does not require specific software packages could be fitting a penalized piecewise exponential model. In this work the implementation of such strategy in Win-BUGS is illustrated, and preliminary results are reported concerning the application of Bayesian P-splines techniques. The technique is applied to a pre-specified model in which the number and positions of knots were fixed on the basis of clinical knowledge, thus defining a non-standard smoothing problem.