scholarly journals Goodness-of-fit tests for the cure rate in a mixture cure model

Biometrika ◽  
2018 ◽  
Vol 106 (1) ◽  
pp. 211-227 ◽  
Author(s):  
U U Müller ◽  
I Van Keilegom
Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 1926
Author(s):  
Mohamed Elamin Abdallah Mohamed Elamin Omer ◽  
Mohd Rizam Abu Bakar ◽  
Mohd Bakri Adam ◽  
Mohd Shafie Mustafa

In the survival data analysis, commonly, it is presumed that all study subjects will eventually have the event of concern. Nonetheless, it tends to be unequivocally expected that a fraction of these subjects will never expose to the event of interest. The cure rate models are usually used to model this type of data. In this paper, we introduced a maximum likelihood estimates analysis for the four-parameter exponentiated Weibull exponential (EWE) distribution in the existence of cured subjects, censored observations, and predictors. Aiming to include the fraction of unsusceptible (cured) individuals in the analysis, a mixture cure model, and two non-mixture cure models—bounded cumulative hazard model, and geometric non-mixture model with EWE distribution—are proposed. The mixture cure model provides a better fit to real data from a Melanoma clinical trial compared to the other two non-mixture cure models.


2016 ◽  
Vol 27 (7) ◽  
pp. 2114-2131 ◽  
Author(s):  
Sylvie Scolas ◽  
Catherine Legrand ◽  
Abderrahim Oulhaj ◽  
Anouar El Ghouch

Models for interval-censored survival data presenting a fraction of “cure” or “immune” patients have recently been proposed in the literature, particularly extending the mixture cure model to interval-censored data. However, little is known about the goodness-of-fit of such models. In a mixture cure model, the survival distribution of the entire population is improper and expressed in terms of the survival distribution of uncured individuals, i.e. the latency part of the model, and the probability to experience the event of interest, i.e. the incidence part. To validate a mixture cure model, assumptions made on both parts need to be checked, i.e. the survival distribution of uncured individuals, the link function used in the latency and the linearity of the covariates used in the both parts of the model. In this work, we investigate the Cox-Snell and deviance residuals and show how they can be adapted and used to perform diagnostics checks when all subjects are right- or interval-censored and some subjects are cured with unknown cure status. A large simulation study investigates the ability of these residuals to detect a departure from the assumptions of the mixture model. Developed techniques are applied to a real data set about Alzheimer’s disease.


2017 ◽  
Vol 6 (3) ◽  
pp. 43
Author(s):  
Nikolai Kolev ◽  
Jayme Pinto

The dependence structure between 756 prices for futures on crude oil and natural gas traded on NYMEX is analyzed  using  a combination of novel time-series and copula tools.  We model the log-returns on each commodity individually by Generalized Autoregressive Score models and account for dependence between them by fitting various copulas to corresponding  error terms. Our basic assumption is that the dependence structure may vary over time, but the ratio between the joint distribution of error terms and the product of marginal distributions (e.g., Sibuya's dependence function) remains the same, being time-invariant.  By performing conventional goodness-of-fit tests, we select the best copula, being member of the currently  introduced class of  Sibuya-type copulas.


Econometrics ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 10
Author(s):  
Šárka Hudecová ◽  
Marie Hušková ◽  
Simos G. Meintanis

This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one being semiparametric computed under the corresponding null hypothesis. The asymptotic distribution of the proposed tests statistics both under the null hypotheses as well as under alternatives is derived and consistency is proved. The case of testing bivariate generalized Poisson autoregression and extension of the methods to dimension higher than two are also discussed. The finite-sample performance of a parametric bootstrap version of the tests is illustrated via a series of Monte Carlo experiments. The article concludes with applications on real data sets and discussion.


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