A simplified estimation procedure based on the EM algorithm for the power series cure rate model

被引:14
作者
Gallardo, Diego I. [1 ]
Romeo, Jose S. [2 ,3 ,4 ]
Meyer, Renate [5 ]
机构
[1] Univ Atacama, Dept Matemat, Fac Ingn, Copiapo, Chile
[2] Univ Santiago, Dept Math, Santiago, Chile
[3] Massey Univ, Coll Hlth, SHORE, Auckland, New Zealand
[4] Massey Univ, Coll Hlth, Whariki Res Ctr, Auckland, New Zealand
[5] Univ Auckland, Dept Stat, Auckland, New Zealand
关键词
EM algorithm; Power series distribution; Promotion time cure rate model; Survival analysis; TERM SURVIVAL MODELS; LATENT ACTIVATION; BAYESIAN-APPROACH; FRACTION; FAMILY;
D O I
10.1080/03610918.2016.1202276
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The family of power series cure rate models provides a flexible modeling framework for survival data of populations with a cure fraction. In this work, we present a simplified estimation procedure for the maximum likelihood (ML) approach. ML estimates are obtained via the expectation-maximization (EM) algorithm where the expectation step involves computation of the expected number of concurrent causes for each individual. It has the big advantage that the maximization step can be decomposed into separate maximizations of two lower-dimensional functions of the regression and survival distribution parameters, respectively. Two simulation studies are performed: the first to investigate the accuracy of the estimation procedure for different numbers of covariates and the second to compare our proposal with the direct maximization of the observed log-likelihood function. Finally, we illustrate the technique for parameter estimation on a dataset of survival times for patients with malignant melanoma.
引用
收藏
页码:6342 / 6359
页数:18
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