Assessing the adequacy of the gompertz regression model in the presence of right censored data

The Gompertz distribution is often used to model human mortality and establish actuarial tables. Cox-Snell residual is the most general practice to evaluate the model adequacy. However, standard statistical procedures are not amenable to handle the censored observations. Therefore, this research inv...

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Published in:Journal of Physics: Conference Series
Main Author: Maarof N.N.N.A.; Arasan J.; Zulkafli H.S.; Adam M.B.
Format: Conference paper
Language:English
Published: IOP Publishing Ltd 2021
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85114211622&doi=10.1088%2f1742-6596%2f1988%2f1%2f012114&partnerID=40&md5=45805fa73afc679e605a2f6b5bc4e174
id 2-s2.0-85114211622
spelling 2-s2.0-85114211622
Maarof N.N.N.A.; Arasan J.; Zulkafli H.S.; Adam M.B.
Assessing the adequacy of the gompertz regression model in the presence of right censored data
2021
Journal of Physics: Conference Series
1988
1
10.1088/1742-6596/1988/1/012114
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85114211622&doi=10.1088%2f1742-6596%2f1988%2f1%2f012114&partnerID=40&md5=45805fa73afc679e605a2f6b5bc4e174
The Gompertz distribution is often used to model human mortality and establish actuarial tables. Cox-Snell residual is the most general practice to evaluate the model adequacy. However, standard statistical procedures are not amenable to handle the censored observations. Therefore, this research investigates the adequacy of the two parameter Gompertz parametric survival model that was extended to incorporate with fixed covariate in the presence of right censored data. Performance of the model is assessed and compared at various combinations of sample sizes and censoring proportions via simulation study. The newly proposed modifications to the Cox-Snell residuals based on the geometric mean and harmonic mean as well as the jackknife means were compared with Cox-Snell and Modified Cox-Snell residuals via simulation studies at different settings. The log-cumulative hazard plot of residuals is obtained by plotting the proposed residuals against the cumulative hazard function to assess the model's fit. Based on the model adequacy study, we found out that jackknife geometric mean and jackknife harmonic mean outperform CS, MCS, GMCS and HMCS residuals. © Published under licence by IOP Publishing Ltd.
IOP Publishing Ltd
17426588
English
Conference paper
All Open Access; Gold Open Access
author Maarof N.N.N.A.; Arasan J.; Zulkafli H.S.; Adam M.B.
spellingShingle Maarof N.N.N.A.; Arasan J.; Zulkafli H.S.; Adam M.B.
Assessing the adequacy of the gompertz regression model in the presence of right censored data
author_facet Maarof N.N.N.A.; Arasan J.; Zulkafli H.S.; Adam M.B.
author_sort Maarof N.N.N.A.; Arasan J.; Zulkafli H.S.; Adam M.B.
title Assessing the adequacy of the gompertz regression model in the presence of right censored data
title_short Assessing the adequacy of the gompertz regression model in the presence of right censored data
title_full Assessing the adequacy of the gompertz regression model in the presence of right censored data
title_fullStr Assessing the adequacy of the gompertz regression model in the presence of right censored data
title_full_unstemmed Assessing the adequacy of the gompertz regression model in the presence of right censored data
title_sort Assessing the adequacy of the gompertz regression model in the presence of right censored data
publishDate 2021
container_title Journal of Physics: Conference Series
container_volume 1988
container_issue 1
doi_str_mv 10.1088/1742-6596/1988/1/012114
url https://www.scopus.com/inward/record.uri?eid=2-s2.0-85114211622&doi=10.1088%2f1742-6596%2f1988%2f1%2f012114&partnerID=40&md5=45805fa73afc679e605a2f6b5bc4e174
description The Gompertz distribution is often used to model human mortality and establish actuarial tables. Cox-Snell residual is the most general practice to evaluate the model adequacy. However, standard statistical procedures are not amenable to handle the censored observations. Therefore, this research investigates the adequacy of the two parameter Gompertz parametric survival model that was extended to incorporate with fixed covariate in the presence of right censored data. Performance of the model is assessed and compared at various combinations of sample sizes and censoring proportions via simulation study. The newly proposed modifications to the Cox-Snell residuals based on the geometric mean and harmonic mean as well as the jackknife means were compared with Cox-Snell and Modified Cox-Snell residuals via simulation studies at different settings. The log-cumulative hazard plot of residuals is obtained by plotting the proposed residuals against the cumulative hazard function to assess the model's fit. Based on the model adequacy study, we found out that jackknife geometric mean and jackknife harmonic mean outperform CS, MCS, GMCS and HMCS residuals. © Published under licence by IOP Publishing Ltd.
publisher IOP Publishing Ltd
issn 17426588
language English
format Conference paper
accesstype All Open Access; Gold Open Access
record_format scopus
collection Scopus
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