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Stein-type shrinkage estimators in gamma regression model with application to prostate cancer data
Saumen Mandal1, Reza Arabi Belaghi2, Akram Mahmoudi2
1Department of Statistics, University of Manitoba, Winnipeg, Canada.
Statistics in Medicine
|July 19, 2019
Summary
New Stein-type shrinkage estimators (SEs) improve coefficient estimation in gamma regression, outperforming maximum likelihood (ML) estimators. These advancements are validated through simulations and applied to prostate cancer data analysis.
Area of Science:
- Statistics
- Biostatistics
- Survival Analysis
Background:
- Gamma regression is widely used in diverse fields including life testing, cancer incidence forecasting, genomics, and quality control.
- Gamma regression models are essential for survival analysis, accommodating monotone and non-constant hazard rates.
Purpose of the Study:
- To propose novel and improved methods for estimating coefficients in gamma regression models.
- To introduce Stein-type shrinkage estimators (SEs) by combining unrestricted maximum likelihood (ML) and restricted estimators.
Main Methods:
- Development of an asymptotic theory for the proposed Stein-type shrinkage estimators (SEs).
- Conducting Monte Carlo simulations to evaluate the performance and relative efficiencies of the estimators.
- Application and appraisal of the developed estimators using real-world prostate cancer data.
Main Results:
- The proposed Stein-type shrinkage estimators (SEs) demonstrate superior performance compared to standard maximum likelihood (ML) estimators.
- Asymptotic quadratic risks for the SEs were derived and analyzed.
- Simulation studies confirmed the enhanced efficiency of the SEs.
Conclusions:
- The novel Stein-type shrinkage estimators offer a significant improvement for gamma regression coefficient estimation.
- The findings are supported by theoretical derivations, simulation results, and a practical application to prostate cancer data.
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