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EFFICIENT ESTIMATION FOR AN ACCELERATED FAILURE TIME MODEL WITH A CURE FRACTION.

ABSTRACT: We study the accelerated failure time model with a cure fraction via kernel-based nonparametric maximum likelihood estimation. An EM algorithm is developed to calculate the estimates for both the regression parameters and the unknown error density, in which a kernel-smoothed conditional profile likelihood is maximized in the M-step. We show that with a proper choice of the kernel bandwidth parameter, the resulting estimates are consistent and asymptotically normal. The asymptotic covariance matrix can be consistently estimated by inverting the empirical Fisher information matrix obtained from the profile likelihood using the EM algorithm. Numerical examples are used to illustrate the finite-sample performance of the proposed estimates.

SUBMITTER: Lu W

PROVIDER: S-EPMC2857521 | biostudies-literature | 2010

REPOSITORIES: biostudies-literature

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EFFICIENT ESTIMATION FOR AN ACCELERATED FAILURE TIME MODEL WITH A CURE FRACTION.

Lu Wenbin W

Statistica Sinica 20100101

We study the accelerated failure time model with a cure fraction via kernel-based nonparametric maximum likelihood estimation. An EM algorithm is developed to calculate the estimates for both the regression parameters and the unknown error density, in which a kernel-smoothed conditional profile likelihood is maximized in the M-step. We show that with a proper choice of the kernel bandwidth parameter, the resulting estimates are consistent and asymptotically normal. The asymptotic covariance matr ...[more]

PMID: 20414460

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Project description:BackgroundSurvival analysis is the most appropriate method of analysis for time-to-event data. The classical accelerated failure-time model is a more powerful and interpretable model than the Cox proportional hazards model, provided that model imposed distribution and homoscedasticity assumptions satisfied. However, most of the real data are heteroscedastic which violates the fundamental assumption and consequently, the statistical inference could be erroneous in accelerated failure-time modeling. The weighted least-squares estimation for the accelerated failure-time model is an efficient semi-parametric approach for time-to-event data without the homoscedasticity assumption, which is developed recently and not often utilized for real data analysis. Thus, this study was conducted to ascertain the better performance of the weighted least-squares estimation method over the classical methods.MethodsWe analyzed a REAL dataset on Antiretroviral Therapy patients we recently collected. We compared the results from classical methods of estimation for the accelerated failure-time model with the results revealed from the weighted least-squares estimation.ResultsWe found that the data are heteroscedastic and indicated that the weighted least-square method should be used to analyze this data. The weighted least-squares estimation revealed more accurate, and efficient estimates of covariates effect since its confidence intervals were shorter and it identified more significant covariates. Accordingly, the survival of HIV positives was found to be significantly linked with age, weight, functional status, CD4 (Cluster of Differentiation agent 4 glycoproteins), and clinical stages.ConclusionsThe weighted least-squares estimation performed the best in providing more significant effects and precise estimates than the classical accelerated failure-time methods of estimation if data are heteroscedastic. Thus, we recommend future researchers should utilize weighted least-squares estimation rather than the classical methods when the homoscedasticity assumption is violated.

Dataset Information

EFFICIENT ESTIMATION FOR AN ACCELERATED FAILURE TIME MODEL WITH A CURE FRACTION.

Publications

EFFICIENT ESTIMATION FOR AN ACCELERATED FAILURE TIME MODEL WITH A CURE FRACTION.

Similar Datasets

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