Bookcover of Extending the Quandt Ramsey Modeling to Survival Analysis
Booktitle:
Extending the Quandt Ramsey Modeling to Survival Analysis
Finding the MLE of the mixture of two exponential survival functions
LAP LAMBERT Academic Publishing
(2011-03-21
)
eligible for voucher
ISBN-13:
978-3-8443-1777-0
ISBN-10:
3844317775
EAN:
9783844317770
Book language:
English
Blurb/Shorttext:
The mixture of two regression regimes has been extensively studied in economics. The test of a mixture of regimes in hazard modeling would be seen to have fundamental importance in biostatistical research but has not been studied. A two-regime parametric mixture is proposed to model the effect of a single covariate on the event time. Typically, the Cox proportional hazards model is applied to estimate a single regime survival regression function. The mixture of two regimes model contains five parameters to be estimated; namely, two parameters to describe each regime, and one to describe the mixing proportion. A software program developed for this research finds the maximum likelihood estimates of the parameters and the likelihood ratio test of the null hypothesis of a single regime against the alternative of a mixture of two regimes. A simulation study finds an approximation to the null distribution of the test and its approximate power.