EM.PScr {PScr} | R Documentation |
Maximum likelihood estimation based on EM algorithm for the Power Series cure rate model
Description
This function provides the maximum likelihood estimation based on the EM algorithm for the Power Series cure rate model
Usage
EM.PScr(t, delta, z, model = 1, dist = 1, max.iter = 1000,
prec = 1e-04)
Arguments
t |
observed times |
delta |
failure indicators |
z |
matrix of covariates (with n rows and r columns) |
model |
distribution to be used for the concurrent causes: 1 for Poisson, 2 for logarithmic, 3 for negative binomial, 4 for bernoulli and 5 for polylogarithm (Gallardo et al. 2018). 6 for Flory-Schulz (Azimi et al. 2022). |
dist |
distribution to be used for the time-to-event: 1 for slash half-normal (Gallardo et al., 2022), 2 for Weibull, 3 for gamma and 4 for Birnbaum-Saunders. |
max.iter |
maximum number of iterations to be used by the algorithm |
prec |
precision (in absolute value) for the parameters to stop the algorithm. |
Details
The EM algorithm for the model is implemented as in Gallardo et al. (2017).
Value
estimate |
a matrix containing the estimated parameters and their standard error |
loglike |
the estimated log-likelihood function evaluated in the maximum likelihood estimators |
AIC |
the Akaike information criterion |
BIC |
the Bayesian (also known as Schwarz) information criterion |
Author(s)
Diego I. Gallardo and Reza Azimi
References
Azimi, R, Esmailian, M, Gallardo DI and Gomez HJ. (2022). A New Cure Rate Model Based on Flory-Schulz Distribution: Application to the Cancer Data. Mathematics 10, 4643
Gallardo DI, Gomez YM and De Castro M. (2018). A flexible cure rate model based on the polylogarithm distribution. Journal of Statistical Computation and Simulation 88 (11), 2137-2149
Gallardo DI, Gomez YM, Gomez HJ, Gallardo-Nelson MJ, Bourguignon M. (2022) The slash half-normal distribution applied to a cure rate model with application to bone marrow transplantation. Mathematics, Submitted.
Gallardo DI, Romeo JS and Meyer R. (2017). A simplified estimation procedure based on the EM algorithm for the power series cure rate model. Communications in Statistics-Simulation and Computation 46 (8), 6342-6359.
Examples
require(mstate)
data(ebmt4)
attach(ebmt4)
t = srv / 365.25 # Time in years
delta=srv.s
prophy=as.factor(proph)
year2=ifelse(year=="1985-1989",0,1)
z=t(model.matrix(~proph-1))
#Computes the estimation for Poisson-Slash half-normal cure rate model
EM.PScr(t, delta, z, model=1, dist=1)
#Computes the estimation for Flory-Schulz-Slash half-normal cure rate model
EM.PScr(t, delta, z, model=6, dist=1)