IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v43y2016i3p572-584.html
   My bibliography  Save this article

Unified multivariate survival model with a surviving fraction: an application to a Brazilian customer churn data

Author

Listed:
  • Vicente G. Cancho
  • Dipak K. Dey
  • Francisco Louzada

Abstract

In this paper we propose a new lifetime model for multivariate survival data in presence of surviving fractions and examine some of its properties. Its genesis is based on situations in which there are m types of unobservable competing causes, where each cause is related to a time of occurrence of an event of interest. Our model is a multivariate extension of the univariate survival cure rate model proposed by Rodrigues et al. [37]. The inferential approach exploits the maximum likelihood tools. We perform a simulation study in order to verify the asymptotic properties of the maximum likelihood estimators. The simulation study also focus on size and power of the likelihood ratio test. The methodology is illustrated on a real data set on customer churn data.

Suggested Citation

  • Vicente G. Cancho & Dipak K. Dey & Francisco Louzada, 2016. "Unified multivariate survival model with a surviving fraction: an application to a Brazilian customer churn data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(3), pages 572-584, March.
    • Handle: RePEc:taf:japsta:v:43:y:2016:i:3:p:572-584
    DOI: 10.1080/02664763.2015.1071341
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/02664763.2015.1071341
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664763.2015.1071341?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dimitris Karlis, 2003. "An EM algorithm for multivariate Poisson distribution and related models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(1), pages 63-77.
    2. Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti, 2002. "Bayesian Inference for Multivariate Survival Data with a Cure Fraction," Journal of Multivariate Analysis, Elsevier, vol. 80(1), pages 101-126, January.
    3. Mazucheli, Josmar & Louzada-Neto, Francisco & Achcar, Jorge A., 2001. "Bayesian inference for polyhazard models in the presence of covariates," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 1-14, November.
    4. Barriga, Gladys D.C. & Louzada-Neto, Franscisco & Cancho, Vicente G., 2011. "The complementary exponential power lifetime model," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1250-1259, March.
    5. Buckinx, Wouter & Van den Poel, Dirk, 2005. "Customer base analysis: partial defection of behaviourally loyal clients in a non-contractual FMCG retail setting," European Journal of Operational Research, Elsevier, vol. 164(1), pages 252-268, July.
    6. Francisco Louzada-Neto, 1999. "Polyhazard Models for Lifetime Data," Biometrics, The International Biometric Society, vol. 55(4), pages 1281-1285, December.
    7. Nilanjan Chatterjee & Joanna Shih, 2001. "A Bivariate Cure-Mixture Approach for Modeling Familial Association in Diseases," Biometrics, The International Biometric Society, vol. 57(3), pages 779-786, September.
    8. Tong, Edward N.C. & Mues, Christophe & Thomas, Lyn C., 2012. "Mixture cure models in credit scoring: If and when borrowers default," European Journal of Operational Research, Elsevier, vol. 218(1), pages 132-139.
    9. Rodrigues, Josemar & Cancho, Vicente G. & de Castro, Mrio & Louzada-Neto, Francisco, 2009. "On the unification of long-term survival models," Statistics & Probability Letters, Elsevier, vol. 79(6), pages 753-759, March.
    10. Vicente Cancho & Heleno Bolfarine, 2001. "Modeling the presence of immunes by using the exponentiated-Weibull model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(6), pages 659-671.
    11. Cooner, Freda & Banerjee, Sudipto & Carlin, Bradley P. & Sinha, Debajyoti, 2007. "Flexible Cure Rate Modeling Under Latent Activation Schemes," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 560-572, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Borges, Patrick & Rodrigues, Josemar & Balakrishnan, Narayanaswamy, 2012. "Correlated destructive generalized power series cure rate models and associated inference with an application to a cutaneous melanoma data," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1703-1713.
    2. Guoqing Diao & Guosheng Yin, 2012. "A general transformation class of semiparametric cure rate frailty models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 959-989, October.
    3. Carvalho Lopes, Celia Mendes & Bolfarine, Heleno, 2012. "Random effects in promotion time cure rate models," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 75-87, January.
    4. Chen, Chyong-Mei & Lu, Tai-Fang C., 2012. "Marginal analysis of multivariate failure time data with a surviving fraction based on semiparametric transformation cure models," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 645-655.
    5. Lajmi Lakhal-Chaieb & Thierry Duchesne, 2017. "Association measures for bivariate failure times in the presence of a cure fraction," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(4), pages 517-532, October.
    6. Amanda D’Andrea & Ricardo Rocha & Vera Tomazella & Francisco Louzada, 2018. "Negative Binomial Kumaraswamy-G Cure Rate Regression Model," JRFM, MDPI, vol. 11(1), pages 1-14, January.
    7. Guosheng Yin, 2005. "Bayesian Cure Rate Frailty Models with Application to a Root Canal Therapy Study," Biometrics, The International Biometric Society, vol. 61(2), pages 552-558, June.
    8. Rocha, Ricardo & Nadarajah, Saralees & Tomazella, Vera & Louzada, Francisco, 2017. "A new class of defective models based on the Marshall–Olkin family of distributions for cure rate modeling," Computational Statistics & Data Analysis, Elsevier, vol. 107(C), pages 48-63.
    9. Diego I. Gallardo & Heleno Bolfarine & Atonio Carlos Pedroso-de-Lima, 2017. "A clustering cure rate model with application to a sealant study," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(16), pages 2949-2962, December.
    10. Bao Yiqi & Cibele Maria Russo & Vicente G. Cancho & Francisco Louzada, 2016. "Influence diagnostics for the Weibull-Negative-Binomial regression model with cure rate under latent failure causes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(6), pages 1027-1060, May.
    11. Janette Larney & James Samuel Allison & Gerrit Lodewicus Grobler & Marius Smuts, 2023. "Modelling the Time to Write-Off of Non-Performing Loans Using a Promotion Time Cure Model with Parametric Frailty," Mathematics, MDPI, vol. 11(10), pages 1-17, May.
    12. Yu, Binbing & Peng, Yingwei, 2008. "Mixture cure models for multivariate survival data," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1524-1532, January.
    13. Francisco Louzada & M�rio de Castro & Vera Tomazella & Jhon F.B. Gonzales, 2014. "Modeling categorical covariates for lifetime data in the presence of cure fraction by Bayesian partition structures," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(3), pages 622-634, March.
    14. Mauro Ribeiro de Oliveira & Fernando Moreira & Francisco Louzada, 2017. "The zero-inflated promotion cure rate model applied to financial data on time-to-default," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1395950-139, January.
    15. Adriano Suzuki & Vicente Cancho & Francisco Louzada, 2016. "The Poisson–Inverse-Gaussian regression model with cure rate: a Bayesian approach and its case influence diagnostics," Statistical Papers, Springer, vol. 57(1), pages 133-159, March.
    16. Niu, Yi & Peng, Yingwei, 2014. "Marginal regression analysis of clustered failure time data with a cure fraction," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 129-142.
    17. Risselada, Hans & Verhoef, Peter C. & Bijmolt, Tammo H.A., 2010. "Staying Power of Churn Prediction Models," Journal of Interactive Marketing, Elsevier, vol. 24(3), pages 198-208.
    18. Jie Huang & Haiming Zhou & Nader Ebrahimi, 2022. "Bayesian Bivariate Cure Rate Models Using Copula Functions," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 11(3), pages 1-9, May.
    19. Chou, Ping & Chuang, Howard Hao-Chun & Chou, Yen-Chun & Liang, Ting-Peng, 2022. "Predictive analytics for customer repurchase: Interdisciplinary integration of buy till you die modeling and machine learning," European Journal of Operational Research, Elsevier, vol. 296(2), pages 635-651.
    20. Alexandre, Michel & Antônio Silva Brito, Giovani & Cotrim Martins, Theo, 2017. "Default contagion among credit modalities: evidence from Brazilian data," MPRA Paper 76859, University Library of Munich, Germany.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:43:y:2016:i:3:p:572-584. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.