A Bayesian Approach to Model Interdependent Event Histories by Graphical Models

In event history analysis, the problem of modeling two interdependent processes is still not completely solved. In a frequentist framework, there are two most general approaches: the causal approach and the system approach. The recent growing interest in Bayesian statistics suggests some interesting works on survival models and event history analysis in a Bayesian perspective. In this work we present a possible solution for the analysis of dynamic interdependence by a Bayesian perspective in a graphical duration model framework, using marked point processes. Main results from the Bayesian approach and the comparison with the frequentist one are illustrated on a real example: the analysis of the dynamic relationship between fertility and female employment.