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Maximum Likelihood Estimation in a Semiparametric Logistic/Proportional‐Hazards Mixture Model

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  • HONG‐BIN FANG
  • GANG LI
  • JIANGUO SUN

Abstract

. We consider large sample inference in a semiparametric logistic/proportional‐hazards mixture model. This model has been proposed to model survival data where there exists a positive portion of subjects in the population who are not susceptible to the event under consideration. Previous studies of the logistic/proportional‐hazards mixture model have focused on developing point estimation procedures for the unknown parameters. This paper studies large sample inferences based on the semiparametric maximum likelihood estimator. Specifically, we establish existence, consistency and asymptotic normality results for the semiparametric maximum likelihood estimator. We also derive consistent variance estimates for both the parametric and non‐parametric components. The results provide a theoretical foundation for making large sample inference under the logistic/proportional‐hazards mixture model.

Suggested Citation

  • Hong‐Bin Fang & Gang Li & Jianguo Sun, 2005. "Maximum Likelihood Estimation in a Semiparametric Logistic/Proportional‐Hazards Mixture Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(1), pages 59-75, March.
  • Handle: RePEc:bla:scjsta:v:32:y:2005:i:1:p:59-75
    DOI: 10.1111/j.1467-9469.2005.00415.x
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    Cited by:

    1. Sandip Barui & Grace Y. Yi, 2020. "Semiparametric methods for survival data with measurement error under additive hazards cure rate models," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(3), pages 421-450, July.
    2. Motahareh Parsa & Ingrid Van Keilegom, 2023. "Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath?," Statistical Papers, Springer, vol. 64(3), pages 835-855, June.
    3. Frederico Machado Almeida & Enrico Antônio Colosimo & Vinícius Diniz Mayrink, 2021. "Firth adjusted score function for monotone likelihood in the mixture cure fraction model," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(1), pages 131-155, January.
    4. Yilong Zhang & Xiaoxia Han & Yongzhao Shao, 2021. "The ROC of Cox proportional hazards cure models with application in cancer studies," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(2), pages 195-215, April.
    5. Angelica Hernandez-Quintero & Jean-François Dupuy & Gabriel Escarela, 2011. "Analysis of a semiparametric mixture model for competing risks," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 305-329, April.
    6. Patilea, Valentin & Van Keilegom, Ingrid, 2017. "A general approach for cure models in survival analysis," LIDAM Discussion Papers ISBA 2017008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    7. Amélie Detais & Jean-François Dupuy, 2011. "Maximum likelihood estimation in a partially observed stratified regression model with censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(6), pages 1183-1206, December.
    8. Yeqian Liu & Tao Hu & Jianguo Sun, 2017. "Regression analysis of current status data in the presence of a cured subgroup and dependent censoring," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(4), pages 626-650, October.
    9. 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.
    10. Wenbin Lu, 2008. "Maximum likelihood estimation in the proportional hazards cure model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(3), pages 545-574, September.
    11. Yingwei Peng & Jeremy M. G. Taylor, 2017. "Residual-based model diagnosis methods for mixture cure models," Biometrics, The International Biometric Society, vol. 73(2), pages 495-505, June.
    12. Guoqing Diao & Ao Yuan, 2019. "A class of semiparametric cure models with current status data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 25(1), pages 26-51, January.
    13. Kim, Yongdai & Kim, Bumsoo & Jang, Woncheol, 2010. "Asymptotic properties of the maximum likelihood estimator for the proportional hazards model with doubly censored data," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1339-1351, July.
    14. Peijie Wang & Xingwei Tong & Jianguo Sun, 2018. "A semiparametric regression cure model for doubly censored data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(3), pages 492-508, July.
    15. Yujing Xie & Zhangsheng Yu, 2021. "Mixture cure rate models with neural network estimated nonparametric components," Computational Statistics, Springer, vol. 36(4), pages 2467-2489, December.

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