1. A simplified estimation procedure based on the EM algorithm for the power series cure rate model
- Author
-
Jose S. Romeo, Diego I. Gallardo, and Renate Meyer
- Subjects
Statistics and Probability ,Power series ,Estimation theory ,05 social sciences ,Maximization ,Function (mathematics) ,01 natural sciences ,010104 statistics & probability ,Maximum principle ,Modeling and Simulation ,0502 economics and business ,Expectation–maximization algorithm ,Statistics ,Fraction (mathematics) ,0101 mathematics ,Time series ,050205 econometrics ,Mathematics - Abstract
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.
- Published
- 2016
- Full Text
- View/download PDF