New regression model with four regression structures and computational aspects

ABSTRACT

A new general class of exponentiated sinh Cauchy regression models for location, scale, and shape parameters is introduced and studied. It may be applied to censored data and used more effectively in survival analysis when compared with the usual models. For censored data, we employ a frequentist analysis for the parameters of the proposed model. Further, for different parameter settings, sample sizes, and censoring percentages, various simulations are performed. The extended regression model is very useful for the analysis of real data and could give more adequate fits than other special regression models.

KEYWORDS:

• Diagnostics analysis
• Exponentiated sinh Cauchy regression model
• GAMLSS
• Survival analysis

MATHEMATICS SUBJECT CLASSIFICATION:

• 62J05
• 62Nxx
• 62J20