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On the estimation of destructive cure rate model: A new study with exponentially weighted Poisson competing risks

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  • Suvra Pal
  • Souvik Roy

Abstract

A new estimation method is proposed founded upon a nonlinear conjugate gradient‐type algorithm having an efficient line search technique for cure rate models with competing risks, which are subject to elimination. An extensive simulation study is carried out to compare the performance of the proposed algorithm with some existing algorithms, including other conjugate gradient‐type algorithms and the expectation maximization algorithm. For this purpose, it is assumed that the initial competing risks follow an exponentially weighted Poisson distribution. In particular, it is shown that that the proposed algorithm produces estimates that are more accurate and efficient (i.e., the bias and root mean square errors are smaller), specifically with respect to the parameters related to the cure rate. Although for the purpose of simulation study an exponentially weighted Poisson competing risks distribution is assumed, the proposed algorithm incorporates a generic framework that can accommodate any competing risks distribution. Finally, a real data application is provided.

Suggested Citation

  • Suvra Pal & Souvik Roy, 2021. "On the estimation of destructive cure rate model: A new study with exponentially weighted Poisson competing risks," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 75(3), pages 324-342, August.
    • Handle: RePEc:bla:stanee:v:75:y:2021:i:3:p:324-342
    DOI: 10.1111/stan.12237
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    References listed on IDEAS

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    1. Judy P. Sy & Jeremy M. G. Taylor, 2000. "Estimation in a Cox Proportional Hazards Cure Model," Biometrics, The International Biometric Society, vol. 56(1), pages 227-236, March.
    2. N. Balakrishnan & Suvra Pal, 2015. "Likelihood Inference for Flexible Cure Rate Models with Gamma Lifetimes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(19), pages 4007-4048, October.
    3. N. Balakrishnan & M. V. Koutras & F. S. Milienos & S. Pal, 2016. "Piecewise Linear Approximations for Cure Rate Models and Associated Inferential Issues," Methodology and Computing in Applied Probability, Springer, vol. 18(4), pages 937-966, December.
    4. Y.H. Dai & Y. Yuan, 2001. "An Efficient Hybrid Conjugate Gradient Method for Unconstrained Optimization," Annals of Operations Research, Springer, vol. 103(1), pages 33-47, March.
    5. Souvik Roy & Mario Annunziato & Alfio Borzì & Christian Klingenberg, 2018. "A Fokker–Planck approach to control collective motion," Computational Optimization and Applications, Springer, vol. 69(2), pages 423-459, March.
    6. Nandini Kannan & Debasis Kundu & P. Nair & R. C. Tripathi, 2010. "The generalized exponential cure rate model with covariates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(10), pages 1625-1636.
    7. Cooner, Freda & Banerjee, Sudipto & Carlin, Bradley P. & Sinha, Debajyoti, 2007. "Flexible Cure Rate Modeling Under Latent Activation Schemes," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 560-572, June.
    8. N. Balakrishnan & Suvra Pal, 2015. "An EM algorithm for the estimation of parameters of a flexible cure rate model with generalized gamma lifetime and model discrimination using likelihood- and information-based methods," Computational Statistics, Springer, vol. 30(1), pages 151-189, March.
    9. Pal, Suvra & Balakrishnan, N., 2016. "Destructive negative binomial cure rate model and EM-based likelihood inference under Weibull lifetime," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 9-20.
    10. Suvra Pal & N. Balakrishnan, 2017. "Likelihood inference for the destructive exponentially weighted Poisson cure rate model with Weibull lifetime and an application to melanoma data," Computational Statistics, Springer, vol. 32(2), pages 429-449, June.
    11. Balakrishnan, N. & Pal, Suvra, 2013. "Lognormal lifetimes and likelihood-based inference for flexible cure rate models based on COM-Poisson family," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 41-67.
    12. Suvra Pal & Jacob Majakwara & N. Balakrishnan, 2018. "An EM algorithm for the destructive COM-Poisson regression cure rate model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(2), pages 143-171, February.
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