An EM type estimation procedure for the destructive exponentially weighted Poisson regression cure model under generalized gamma lifetime

作者：Pal Suvra; Balakrishnan N

来源：Journal of Statistical Computation and Simulation, 2017, 87(6): 1107-1129.

DOI：10.1080/00949655.2016.1247843

• Generalized gamma distribution
• competing cause scenario
• long-term survivors
• profile likelihood
• maximum likelihood estimates
• EM algorithm
• likelihood ratio test

In this paper, we assume the number of competing causes to follow an exponentially weighted Poisson distribution. By assuming the initial number of competing causes can undergo destruction and that the population of interest has a cure fraction, we develop the EM algorithm for the determination of the MLEs of the model parameters of such a general cure model. This model is more flexible than the promotion time cure model and also provides an interesting and realistic interpretation of the biological mechanism of the occurrence of an event of interest. Instead of assuming a particular parametric distribution for the lifetime, we assume the lifetime to belong to the wider class of generalized gamma distribution. This allows us to carry out a model discrimination to select a parsimonious lifetime distribution that provides the best fit to the data. Within the EM framework, a two-way profile likelihood approach is proposed to estimate the shape parameters. An extensive Monte Carlo simulation study is carried out to demonstrate the performance of the proposed estimation method. Model discrimination is carried out by means of the likelihood ratio test and information-based methods. Finally, a data on melanoma is analyzed for illustrative purpose.

• 出版日期2017