Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2016

Two alternative estimation procedures for the negative binomial cure rate model with a latent activation scheme

  • Identification data

    Identifier: RP:2438
    Handle: https://hdl.handle.net/20.500.11797/RP2438
    Authors:
    Bolfarine, HelenoGallardo, Diego I.
    Abstract:
    In this paper two alternative estimation procedures based on the EM algorithm are proposed forthe flexible negative binomial cure rate model with a latent activation scheme. The Weibull modelas well as the log-normal and gamma distributions are also considered for the time-to-event datafor the non-destroyed cells. Simulation studies show the satisfactory performance of the proposedmethodology. The impact of misspecifying the survival function on both components of the model(cured and susceptible) is also evaluated. The use of the new methodology is illustrated with areal data set related to a clinical trial on Phase III cutaneous melanoma patients.

  • Others:

    URV's Author/s: Bolfarine, Heleno Gallardo, Diego I.
    Keywords: Competing risks, EM algorithm, latent activation scheme
    Abstract: In this paper two alternative estimation procedures based on the EM algorithm are proposed forthe flexible negative binomial cure rate model with a latent activation scheme. The Weibull modelas well as the log-normal and gamma distributions are also considered for the time-to-event datafor the non-destroyed cells. Simulation studies show the satisfactory performance of the proposedmethodology. The impact of misspecifying the survival function on both components of the model(cured and susceptible) is also evaluated. The use of the new methodology is illustrated with areal data set related to a clinical trial on Phase III cutaneous melanoma patients.
    Journal publication year: 2016
    Publication Type: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article

  • Keywords:

    Competing risks, EM algorithm, latent activation scheme

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