- Natural-, Medical- , Computer Sciences, Technology
- Mathematics
- Theory of probability, stochastics, mathematical statistics
- Extending the Quandt Ramsey Modeling to Survival Analysis
- 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:
- 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
