Extending the Quandt Ramsey Modeling to Survival Analysis Finding the MLE of the mixture of two exponential survival functions
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- Englisch ausgewählt
Fr. 67.90
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Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
21.03.2011
Verlag
LAP LAMBERT Academic PublishingSeitenzahl
96
Maße (L/B/H)
22/15/0.7 cm
Gewicht
161 g
Auflage
1. Auflage
Sprache
Englisch
ISBN
978-3-8443-1777-0
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.
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