IDEAS home Printed from https://ideas.repec.org/a/spr/testjl/v30y2021i3d10.1007_s11749-020-00738-8.html
   My bibliography  Save this article

A likelihood-based approach for cure regression models

Author

Listed:
  • Kevin Burke

    (University of Limerick)

  • Valentin Patilea

    (CREST, Ensai)

Abstract

We propose a new likelihood-based approach for estimation, inference and variable selection for parametric cure regression models in time-to-event analysis under random right-censoring. In this context, it often happens that some subjects are “cured”, i.e., they will never experience the event of interest. Then, the sample of censored observations is an unlabeled mixture of cured and “susceptible” subjects. Using inverse probability censoring weighting (IPCW), we propose a likelihood-based estimation procedure for the cure regression model without making assumptions about the distribution of survival times for the susceptible subjects. The IPCW approach does require a preliminary estimate of the censoring distribution, for which general parametric, semi- or nonparametric approaches can be used. The incorporation of a penalty term in our estimation procedure is straightforward; in particular, we propose $$\ell _1$$ ℓ 1 -type penalties for variable selection. Our theoretical results are derived under mild assumptions. Simulation experiments and real data analysis illustrate the effectiveness of the new approach.

Suggested Citation

  • Kevin Burke & Valentin Patilea, 2021. "A likelihood-based approach for cure regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 693-712, September.
    • Handle: RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00738-8
    DOI: 10.1007/s11749-020-00738-8
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11749-020-00738-8
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s11749-020-00738-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Yingwei Peng & Keith B. G. Dear, 2000. "A Nonparametric Mixture Model for Cure Rate Estimation," Biometrics, The International Biometric Society, vol. 56(1), pages 237-243, March.
    2. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
    3. 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.
    4. James M. Robins & Dianne M. Finkelstein, 2000. "Correcting for Noncompliance and Dependent Censoring in an AIDS Clinical Trial with Inverse Probability of Censoring Weighted (IPCW) Log-Rank Tests," Biometrics, The International Biometric Society, vol. 56(3), pages 779-788, September.
    5. Zhang, Jiajia & Peng, Yingwei, 2007. "An alternative estimation method for the accelerated failure time frailty model," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4413-4423, May.
    6. Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December.
    7. Michel Delecroix & Olivier Lopez & Valentin Patilea, 2008. "Nonlinear Censored Regression Using Synthetic Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(2), pages 248-265, June.
    8. Hitomi, Kohtaro & Nishiyama, Yoshihiko & Okui, Ryo, 2008. "A Puzzling Phenomenon In Semiparametric Estimation Problems With Infinite-Dimensional Nuisance Parameters," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1717-1728, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Xu, Linzhi & Zhang, Jiajia, 2010. "Multiple imputation method for the semiparametric accelerated failure time mixture cure model," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1808-1816, July.
    2. López-Cheda, Ana & Cao, Ricardo & Jácome, M. Amalia & Van Keilegom, Ingrid, 2017. "Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 144-165.
    3. Lopez-Cheda , Ana & Cao, Ricardo & Jacome, Maria Amalia & Van Keilegom, Ingrid, 2015. "Nonparametric incidence and latency estimation in mixture cure models," LIDAM Discussion Papers ISBA 2015014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    4. Zhang, Jiajia & Peng, Yingwei & Li, Haifen, 2013. "A new semiparametric estimation method for accelerated hazards mixture cure model," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 95-102.
    5. Jiang, Cuiqing & Wang, Zhao & Zhao, Huimin, 2019. "A prediction-driven mixture cure model and its application in credit scoring," European Journal of Operational Research, Elsevier, vol. 277(1), pages 20-31.
    6. Wang, Antai & Zhang, Yilong & Shao, Yongzhao, 2017. "On the likelihood of mixture cure models," Statistics & Probability Letters, Elsevier, vol. 131(C), pages 51-55.
    7. Philippe Lambert & Vincent Bremhorst, 2020. "Inclusion of time‐varying covariates in cure survival models with an application in fertility studies," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(1), pages 333-354, January.
    8. Narisetty, Naveen & Koenker, Roger, 2022. "Censored quantile regression survival models with a cure proportion," Journal of Econometrics, Elsevier, vol. 226(1), pages 192-203.
    9. Chen, Chyong-Mei & Lu, Tai-Fang C., 2012. "Marginal analysis of multivariate failure time data with a surviving fraction based on semiparametric transformation cure models," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 645-655.
    10. 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.
    11. Ana López-Cheda & Yingwei Peng & María Amalia Jácome, 2023. "Nonparametric estimation in mixture cure models with covariates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(2), pages 467-495, June.
    12. Li, Chin-Shang & Taylor, Jeremy M. G. & Sy, Judy P., 2001. "Identifiability of cure models," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 389-395, October.
    13. Mengling Liu & Wenbin Lu & Yongzhao Shao, 2006. "Interval Mapping of Quantitative Trait Loci for Time-to-Event Data with the Proportional Hazards Mixture Cure Model," Biometrics, The International Biometric Society, vol. 62(4), pages 1053-1061, December.
    14. Bremhorst, Vincent & Lambert, Philippe, 2016. "Flexible estimation in cure survival models using Bayesian P-splines," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 270-284.
    15. Yi-Hsuan Lee & Zhiliang Ying, 2015. "A Mixture Cure-Rate Model for Responses and Response Times in Time-Limit Tests," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 748-775, September.
    16. Guosheng Yin, 2005. "Bayesian Cure Rate Frailty Models with Application to a Root Canal Therapy Study," Biometrics, The International Biometric Society, vol. 61(2), pages 552-558, June.
    17. Amico, Mailis & Van Keilegom, Ingrid, 2017. "Cure models in survival analysis," LIDAM Discussion Papers ISBA 2017007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    18. Guosheng Yin & Joseph G. Ibrahim, 2005. "A General Class of Bayesian Survival Models with Zero and Nonzero Cure Fractions," Biometrics, The International Biometric Society, vol. 61(2), pages 403-412, June.
    19. Lore Dirick & Gerda Claeskens & Bart Baesens, 2017. "Time to default in credit scoring using survival analysis: a benchmark study," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(6), pages 652-665, June.
    20. Liu, Fan & Hua, Zhongsheng & Lim, Andrew, 2015. "Identifying future defaulters: A hierarchical Bayesian method," European Journal of Operational Research, Elsevier, vol. 241(1), pages 202-211.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00738-8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.