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Parametric mixture model of three components for modelling heterogeneos survival data

Mohammed, Yusuf Abbakar (2015) Parametric mixture model of three components for modelling heterogeneos survival data. PhD. thesis, Universiti Utara Malaysia.

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Abstract

Previous studies showed that two components of survival mixture model performed better than pure classical parametric survival model. However there are crucial needs for three components of survival mixture model due to the behaviour of heterogeneous survival data which commonly comprises of more than two distributions. Therefore in this study two models of three components of survival mixture model were developed. Model 1 is three components of parametric survival mixture model of Gamma distributions and Model 2 is three components of parametric survival mixture model of Exponential, Gamma and Weibull distributions. Both models were estimated using the Expectation Maximization (EM) and validated via simulation and empirical studies. The simulation was repeated 300 times by incorporating three different sample sizes: 100, 200, 500; three different censoring percentages: 10%, 20%, 40%; and two different sets of mixing probabilities: ascending (10%, 40%, 50%) and descending (50%, 30%, 20%). Several sets of real data were used in the empirical study and models comparisons were implemented. Model 1 was compared with pure classical parametric survival model, two and four components parametric survival mixture models of Gamma distribution, respectively. Model 2 was compared with pure classical parametric survival models and three components parametric survival mixture models of the same distribution. Graphical presentations, log likelihood (LL), Akaike Information Criterion (AIC), Mean Square Error (MSE) and Root Mean Square Error (RMSE) were used to evaluate the performance. Simulation findings revealed that both models performed well at large sample size, small percentage of censoring and ascending mixing probabilities. Both models also produced smaller errors compared to other type of survival models in the empirical study. These indicate that both of the developed models are more accurate and provide better option to analyse heterogeneous survival data.

Item Type: Thesis (PhD.)
Uncontrolled Keywords: survival data, heterogeneous, three components, Exponential, Gamma, Weibull, Expectation Maximization.
Subjects: Q Science > QA Mathematics > QA273-280 Probabilities. Mathematical statistics
Divisions: Awang Had Salleh Graduate School of Arts & Sciences
Depositing User: Mr. Badrulsaman Hamid
Date Deposited: 09 Mar 2017 09:28
Last Modified: 09 Mar 2017 09:28
URI: http://etd.uum.edu.my/id/eprint/6095

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