Comparison of Bayesian survival analysis and Cox regression analysis in simulated and breast cancer data sets

We aimed to compare the performance of Cox regression analysis (CRA) and Bayesian survival analysis (BSA) by using simulations and breast cancer data. Simulation study was carried out with two different algorithms that were informative and noninformative priors. Moreover, in a real data set application, breast cancer data set related to disease-free survival (DFS) that was obtained from 423 breast cancer patients diagnosed between 1998 and 2007 was used. In the simulation application, it was observed that BSA with noninformative priors and CRA methods showed similar performances in point of convergence to simulation parameter. In the informative priors' simulation application, BSA with proper informative prior showed a good performance with too little bias. It was found out that the bias of BSA increased while priors were becoming distant from reliability in all sample sizes. In addition, BSA obtained predictions with more little bias and standard error than the CRA in both small and big samples in the light of proper priors. In the breast cancer data set, age, tumor size, hormonal therapy, and axillary nodal status were found statistically significant prognostic factors for DFS in stepwise CRA and BSA with informative and noninformative priors. Furthermore, standard errors of predictions in BSA with informative priors were observed slightly. As a result, BSA showed better performance than CRA, when subjective data analysis was performed by considering expert opinions and historical knowledge about parameters. Consequently, BSA should be preferred in existence of reliable informative priors, in the contrast cases, CRA should be preferred. (C) 2009 Elsevier Ltd. All rights reserved.