SearcharxivSearch

arXiv · 1701.03769

A General Approach for Cure Models in Survival Analysis

Abstract

In survival analysis it often happens that some subjects under study do not experience the event of interest; they are considered to be `cured'. The population is thus a mixture of two subpopulations: the one of cured subjects, and the one of `susceptible' subjects. When covariates are present, a so-called mixture cure model can be used to model the conditional survival function of the population. It depends on two components: the probability of being cured and the conditional survival function of the susceptible subjects. In this paper we propose a novel approach to estimate a mixture cure model when the data are subject to random right censoring. We work with a parametric model for the cure proportion (like e.g. a logistic model), while the conditional survival function of the uncured subjects is unspecified. The approach is based on an inversion which allows to write the survival function as a function of the distribution of the observable random variables. This leads to a very general class of models, which allows a flexible and rich modeling of the conditional survival function. We show the identifiability of the proposed model, as well as the weak consistency and the asymptotic normality of the model parameters. We also consider in more detail the case where kernel estimators are used for the nonparametric part of the model. The new estimators are compared with the estimators from a Cox mixture cure model via finite sample simulations. Finally, we apply the new model and estimation procedure on two medical data sets.

Explore related subjects

Keep this discovery

BibTeXRIS

Valentin Patilea, Ingrid Van Keilegom. 2017-01-13. A General Approach for Cure Models in Survival Analysis. https://arxiv.org/abs/1701.03769

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

A Scale Invariance Property of PCA

The PCA algorithm is sensitive to changes in measurement scale. Measuring one variable of a system in inches rather than centimeters, say, alters both its principal axes and principal eigenvalues. Although this scale dependence is generally complicated, we show here that it nevertheless obeys a strict invariance property: under a continuous scale adjustment, the initial state's $k$-th largest principal component (ordered by eigenvalue) continuously evolves into the final state's $k$-th largest principal component, for each $k$. In this sense, we can say that the modes of PCA are "order-stable" with respect to changes in measurement scale. A special case occurs when scaling along directions that are orthogonal to some modes. Here, apparent eigenvalue crossings can occur. However, we show that we can interpret these apparent crossings as cases where the modes instantaneously swap their orientation, in this way maintaining the required order stability.

math.ST

Small noise asymptotics for linear parabolic SPDEs in two space dimensions with unknown damping factors

We study parametric estimation for second order linear parabolic stochastic partial differential equations in two space dimensions with a small volatility parameter driven by a $Q$-Wiener process with an unknown damping parameter using high frequency spatio-temporal data. We first provide an estimator for the damping parameter of the $Q$-Wiener process utilizing realized quadratic variations based on spatial and temporal increments. We next propose minimum contrast estimators of the diffusive and advective parameters in the SPDE using a contrast function with the proposed estimator of the damping parameter. We then construct a quasi-maximum likelihood estimator of the reaction parameter in the SPDE using the approximate coordinate process derived from the estimators of the diffusive and advective parameters. We also provide simulation results of the proposed estimators.

math.ST

Spike Estimation from Heteroscedastic Noise via Random Splitting

In this paper, we consider a spiked Wigner type matrix with a heteroscedastic and unknown variance profile. It is well known that in the supercritical regime of the BBP transition, strong spikes can create outliers in the spectrum. Unfortunately, in the heteroscedastic case, in general it is not possible to estimate the spike strength from these observed outlier consistently, as the latter is a solution to a Dyson equation with unknown parameters from the variance profile. In this paper, inspired by the work on sparse matrix completion \citep{BordenaveCosteNadakuditi2023}, we introduce an asymmetrized model by randomly splitting the spiked matrix into two parts, which transforms the noisy Wigner type matrix into a non Hermitian random matrix, while preserving the Hermitian spikes at the cost of a dilution. We establish a BBP type transition for the asymmetrized model, from which we can estimate the strength of the spikes precisely, even without knowing the variance profile of the noise part. We then further apply our approach to study the correlation between two correlated spiked models, where the spike/signal parts of the two models are correlated, and the noise parts are independent but may both be heteroscedastic. By applying our asymmetrization approach to the two models separately and also jointly, we are able to obtain a precise estimate of the correlation between the signal parts of the two models.

math.ST