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 )

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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.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Paichuan Chen
Number of pages:
96
Published at:
2011-03-21
Stock:
Available
Category:
Theory of probability, stochastics, mathematical statistics
Price:
49.00 €
Keywords:
Quandt ramsey, survival analysis, Cox Proportional Hazard, Mixture survival analysis, exponential survival function, Switching regression

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