scholarly journals Estimation of the Transition Probabilities in Multi-state Survival Data: New Developments and Practical Recommendations

2020 ◽  
Vol 19 ◽  
Keyword(s):  
Survival Data ◽  
Transition Probabilities ◽  
Real Data ◽  
Data Set ◽  
Event History Data ◽  
Markov Assumption ◽  
Product Limit ◽  
Local Test ◽  
State Models ◽  
Practical Recommendations

Multi-state models can be successfully used for describing complicated event history data, for example, describing stages in the disease progression of a patient. In these models one important goal is the estimation of the transition probabilities since they allow for long term prediction of the process. Traditionally these quantities have been estimated by the Aalen-Johansen estimator which is consistent if the process is Markovian. Recently, estimators have been proposed that outperform the Aalen-Johansen estimators in non-Markov situations. This paper considers a new proposal for the estimation of the transition probabilities in a multi-state system that is not necessarily Markovian. The proposed product-limit nonparametric estimator is defined in the form of a counting process, counting the number of transitions between states and the risk sets for leaving each state with an inverse probability of censoring weighted form. Advantages and limitations of the different methods and some practical recommendations are presented. We also introduce a graphical local test for the Markov assumption. Several simulation studies were conducted under different data scenarios. The proposed methods are illustrated with a real data set on colon cancer.

scholarly journals A hybrid landmark Aalen-Johansen estimator for transition probabilities in partially non-Markov multi-state models

2021 ◽  
Author(s):  
Niklas Maltzahn ◽  
Rune Hoff ◽  
Odd O. Aalen ◽  
Ingrid S. Mehlum ◽  
Hein Putter ◽  
...  
Keyword(s):  
Statistical Power ◽  
Transition Probabilities ◽  
Real Data ◽  
Testing Procedure ◽  
Data Application ◽  
Stratification Method ◽  
Model Complex ◽  
Markov Assumption ◽  
State Models ◽  
Disability Education

AbstractMulti-state models are increasingly being used to model complex epidemiological and clinical outcomes over time. It is common to assume that the models are Markov, but the assumption can often be unrealistic. The Markov assumption is seldomly checked and violations can lead to biased estimation of many parameters of interest. This is a well known problem for the standard Aalen-Johansen estimator of transition probabilities and several alternative estimators, not relying on the Markov assumption, have been suggested. A particularly simple approach known as landmarking have resulted in the Landmark-Aalen-Johansen estimator. Since landmarking is a stratification method a disadvantage of landmarking is data reduction, leading to a loss of power. This is problematic for “less traveled” transitions, and undesirable when such transitions indeed exhibit Markov behaviour. Introducing the concept of partially non-Markov multi-state models, we suggest a hybrid landmark Aalen-Johansen estimator for transition probabilities. We also show how non-Markov transitions can be identified using a testing procedure. The proposed estimator is a compromise between regular Aalen-Johansen and landmark estimation, using transition specific landmarking, and can drastically improve statistical power. We show that the proposed estimator is consistent, but that the traditional variance estimator can underestimate the variance of both the hybrid and landmark estimator. Bootstrapping is therefore recommended. The methods are compared in a simulation study and in a real data application using registry data to model individual transitions for a birth cohort of 184 951 Norwegian men between states of sick leave, disability, education, work and unemployment.

Extended exponentiated Nadarajah-Haghighi model: Mathematical properties, characterizations and applications

2018 ◽  
Vol 55 (4) ◽  
pp. 498-522
Author(s):  
Morad Alizadeh ◽  
Mahdi Rasekhi ◽  
Haitham M. Yousof ◽  
Thiago G. Ramires ◽  
G. G. Hamedani
Keyword(s):  
Maximum Likelihood ◽  
Survival Data ◽  
Likelihood Estimation ◽  
Real Data ◽  
Rate Function ◽  
Likelihood Method ◽  
Model Parameters ◽  
Failure Rate Function ◽  
Data Set ◽  
Mathematical Properties

In this article, a new four-parameter model is introduced which can be used in mod- eling survival data and fatigue life studies. Its failure rate function can be increasing, decreasing, upside down and bathtub-shaped depending on its parameters. We derive explicit expressions for some of its statistical and mathematical quantities. Some useful characterizations are presented. Maximum likelihood method is used to estimate the model parameters. The censored maximum likelihood estimation is presented in the general case of the multi-censored data. We demonstrate empirically the importance and exibility of the new model in modeling a real data set.

scholarly journals A Log-Beta Rayleigh Lomax Regression Model

2021 ◽  
Vol 16 (4) ◽  
pp. 2993-3007
Author(s):  
Nofiu Idowu Badmus ◽  
Mary Idowu Akinyemi ◽  
Josephine Nneamaka Onyeka-Ubaka
Keyword(s):  
Regression Model ◽  
Survival Data ◽  
Real Data ◽  
Model Parameters ◽  
Data Set ◽  
Cancer Data ◽  
Normal Probability ◽  
Method Of Maximum Likelihood ◽  
Classical Models ◽  
First Time

For the first time, a location-scale regression model based on the logarithm of an extended Raleigh Lomax distribution which has the ability to deal and model of any survival data than classical regression model is introduced. We obtain the estimate for the model parameters using the method of maximum likelihood by considering breast cancer data. In addition, normal probability plot of the residual is used to detect the outliers and evaluate model assumptions. We use a real data set to illustrate the performance of the new model, some of its submodels and classical models consider in the study. Also, we perform the statistics AIC, BIC and CAIC to select the most appropriate model among those regression models considered in the study.

scholarly journals AN APPLICATION OF THE POISSON-WEIBULL MODEL FOR CENSURED DATA

2021 ◽  
Vol 39 (4) ◽  
pp. 505-521
Author(s):  
Valdemiro Piedade VIGAS ◽  
Fábio PRATAVIERA ◽  
Giovana Oliveira SILVA
Keyword(s):  
Maximum Likelihood ◽  
Weibull Distribution ◽  
Survival Data ◽  
Real Data ◽  
Weibull Model ◽  
Maximum Likelihood Estimates ◽  
Data Set ◽  
Kaplan Meier ◽  
Proposed Model ◽  
The Mean

In this paper, we proposed the Poisson-Weibull distribution for the modeling of survival data. The motivation to study this model since, in addition to generalizing the Weibull distribution, which is widely used in several areas of knowledge among them the Survival and Reliability analysis, it presents great exibility in the forms of the hazard function. The Poisson-Weibull distribution was created in a composition of discrete and continuous distributions where there is no information about which factor was responsible for the component failure, only the minimum lifetime value among all risks is observed. The maximum likelihood approach was used to estimate the parameters of the model. Also was conducted a simulation study to examine the mean, the bias, and the root of the mean square error of the maximum likelihood estimates of the proposed model according to the censoring percentages and sample sizes. The model selection criteria were also applied, in addition to graphic techniques such as TTT-Plot and Kaplan-Meier. Application to the real data set was used to illustrate the usefulnessof the distribution.

scholarly journals Proportional Hazard Birnbaum-Saunders Distribution With Application to the Survival Data Analysis

2016 ◽  
Vol 39 (1) ◽  
pp. 129-147
Author(s):  
Germán Moreno Arenas ◽  
Guillermo Martínez Flórez ◽  
Carlos Barrera Causil
Keyword(s):  
Survival Data ◽  
Likelihood Estimation ◽  
Real Data ◽  
Model Parameters ◽  
Lifetime Data ◽  
Proportional Hazard ◽  
Data Set ◽  
Proposed Model ◽  
Log Linear ◽  
Skewness And Kurtosis

<p>Birnbaum Saunders (1969b) used a probability distribution to explain the lifetime data and stress produced in materials. Based on this distribution, we propose a generalization of the Birnbaum-Saunders distribution, referred to as the proportional hazard Birnbaum-Saunders distribution, which includes a new parameter that provides more flexibility in terms of skewness and kurtosis than existing models. We derive the main properties of the model. We discuss maximum likelihood estimation of the model parameters. As a natural step, we define the log-linear proportional hazard Birnbaum-Saunders regression model. An empirical application to a real data set is presented in order to illustrate the usefulness of the proposed model. The results showed that the proportional hazard Birnbaum-Saunders model can be used quite effectively in analyzing survival data, reliability problems and fatigue life studies.</p>

scholarly journals The odd log-logistic gompertz lifetime distribution: Properties and applications

2019 ◽  
Vol 56 (1) ◽  
pp. 55-80
Author(s):  
Morad Alizadeh ◽  
Saeid Tahmasebi ◽  
Mohammad Reza Kazemi ◽  
Hamideh Siyamar Arabi Nejad ◽  
G. Hossein G. Hamedani
Keyword(s):  
Survival Data ◽  
Real Data ◽  
Rate Function ◽  
Cumulative Distribution ◽  
Estimation Methods ◽  
Order Moment ◽  
Failure Rate Function ◽  
Data Set ◽  
Lifetime Distributions ◽  
New Distribution

Abstract In this paper, we introduce a new three-parameter generalized version of the Gompertz model called the odd log-logistic Gompertz (OLLGo) distribution. It includes some well-known lifetime distributions such as Gompertz (Go) and odd log-logistic exponential (OLLE) as special sub-models. This new distribution is quite flexible and can be used effectively in modeling survival data and reliability problems. It can have a decreasing, increasing and bathtub-shaped failure rate function depending on its parameters. Some mathematical properties of the new distribution, such as closed-form expressions for the density, cumulative distribution, hazard rate function, the kth order moment, moment generating function and the quantile measure are provided. We discuss maximum likelihood estimation of the OLLGo parameters as well as three other estimation methods from one observed sample. The flexibility and usefulness of the new distribution is illustrated by means of application to a real data set.

scholarly journals Diagnostic checks in mixture cure models with interval-censoring

2016 ◽  
Vol 27 (7) ◽  
pp. 2114-2131 ◽  
Author(s):  
Sylvie Scolas ◽  
Catherine Legrand ◽  
Abderrahim Oulhaj ◽  
Anouar El Ghouch
Keyword(s):  
Survival Data ◽  
Goodness Of Fit ◽  
Real Data ◽  
Interval Censoring ◽  
Data Set ◽  
Survival Distribution ◽  
Cure Model ◽  
Censored Survival Data ◽  
Mixture Cure Model ◽  
Interval Censored

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.

EXPONENTIATED HALF-LOGISTIC LOMAX DISTRIBUTION WITH PROPERTIES AND APPLICATION

2019 ◽  
Vol XVI (2) ◽  
pp. 1-11
Author(s):  
Farrukh Jamal ◽  
Hesham Mohammed Reyad ◽  
Soha Othman Ahmed ◽  
Muhammad Akbar Ali Shah ◽  
Emrah Altun
Keyword(s):  
Real Data ◽  
Continuous Model ◽  
Model Parameters ◽  
Data Set ◽  
Lomax Distribution ◽  
Mathematical Properties ◽  
Proposed Model ◽  
Probability Weighted Moment ◽  
Record Statistics ◽  
Maximum Likelihood Criterion

A new three-parameter continuous model called the exponentiated half-logistic Lomax distribution is introduced in this paper. Basic mathematical properties for the proposed model were investigated which include raw and incomplete moments, skewness, kurtosis, generating functions, Rényi entropy, Lorenz, Bonferroni and Zenga curves, probability weighted moment, stress strength model, order statistics, and record statistics. The model parameters were estimated by using the maximum likelihood criterion and the behaviours of these estimates were examined by conducting a simulation study. The applicability of the new model is illustrated by applying it on a real data set.

Evaluation for estimating of the PDF and the CDF of Generalized Inverted Exponential Distribution with Application in Industry

2020 ◽  
pp. 507-522
Author(s):  
Parisa Torkaman
Keyword(s):  
Least Squares ◽  
Exponential Distribution ◽  
Mean Squared Error ◽  
Weighted Least Squares ◽  
Real Data ◽  
Minimum Variance ◽  
Cumulative Distribution ◽  
Estimation Methods ◽  
Data Set ◽  
Better Than

The generalized inverted exponential distribution is introduced as a lifetime model with good statistical properties. This paper, the estimation of the probability density function and the cumulative distribution function of with five different estimation methods: uniformly minimum variance unbiased(UMVU), maximum likelihood(ML), least squares(LS), weighted least squares (WLS) and percentile(PC) estimators are considered. The performance of these estimation procedures, based on the mean squared error (MSE) by numerical simulations are compared. Simulation studies express that the UMVU estimator performs better than others and when the sample size is large enough the ML and UMVU estimators are almost equivalent and efficient than LS, WLS and PC. Finally, the result using a real data set are analyzed.

HCVS: Pinpointing Chromatin States Through Hierarchical Clustering and Visualization Scheme

2019 ◽  
Vol 14 (2) ◽  
pp. 148-156
Author(s):  
Nighat Noureen ◽  
Sahar Fazal ◽  
Muhammad Abdul Qadir ◽  
Muhammad Tanvir Afzal
Keyword(s):  
Hierarchical Clustering ◽  
Real Data ◽  
Cell Types ◽  
Computational Scheme ◽  
Data Set ◽  
Chromatin States ◽  
Functional Regions ◽  
Visualization Strategy ◽  
Hidden States ◽  
Next Generation Sequencing Ngs

Background: Specific combinations of Histone Modifications (HMs) contributing towards histone code hypothesis lead to various biological functions. HMs combinations have been utilized by various studies to divide the genome into different regions. These study regions have been classified as chromatin states. Mostly Hidden Markov Model (HMM) based techniques have been utilized for this purpose. In case of chromatin studies, data from Next Generation Sequencing (NGS) platforms is being used. Chromatin states based on histone modification combinatorics are annotated by mapping them to functional regions of the genome. The number of states being predicted so far by the HMM tools have been justified biologically till now. Objective: The present study aimed at providing a computational scheme to identify the underlying hidden states in the data under consideration. </P><P> Methods: We proposed a computational scheme HCVS based on hierarchical clustering and visualization strategy in order to achieve the objective of study. Results: We tested our proposed scheme on a real data set of nine cell types comprising of nine chromatin marks. The approach successfully identified the state numbers for various possibilities. The results have been compared with one of the existing models as well which showed quite good correlation. Conclusion: The HCVS model not only helps in deciding the optimal state numbers for a particular data but it also justifies the results biologically thereby correlating the computational and biological aspects.

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