Abstract

ABSTRACTWe propose a four-parameter extended generalized gamma model, which includes as special cases some important distributions and it is very useful for modeling lifetime data. A advantage is that it can represent the error distribution for a new heteroscedastic log-odd log-logistic generalized gamma regression model. The proposed heteroscedastic regression model can be used more effectively in the analysis of survival data since it includes as special models several widely-known regression models. Further, for different parameter settings, sample sizes and censoring percentages, various simulations are performed. Overall, the new regression model is very useful to the analysis of real data.

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