A simplified estimation procedure based on the EM algorithm for the power series cure rate model. Issue 8 (14th September 2017)

• Record Type: Journal Article
• Authors: Gallardo, Diego I.; Romeo, Jose S.; Meyer, Renate
• Is Part Of: Communications in statistics. Volume 46:Issue 8(2017)
• Page Start: 6342
• Page End: 6359
• Publication Date: 2017-09-14
• Subjects: EM algorithm -- Power series distribution -- Promotion time cure rate model -- Survival analysis; 62N01 -- 62N02; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2016.1202276
• Languages: English
• ISSNs: 0361-0918

Abstract

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.