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A simplified estimation procedure based on the EM algorithm for the power series cure rate model
- Source :
- Communications in Statistics - Simulation and Computation. 46:6342-6359
- Publication Year :
- 2016
- Publisher :
- Informa UK Limited, 2016.
-
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.
- 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
Subjects
Details
- ISSN :
- 15324141 and 03610918
- Volume :
- 46
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Simulation and Computation
- Accession number :
- edsair.doi...........317704b1b90cf97c0231bad3c6f2489c
- Full Text :
- https://doi.org/10.1080/03610918.2016.1202276