Methodology and Computing in Applied Probability

, Volume 18, Issue 4, pp 937–966

# Piecewise Linear Approximations for Cure Rate Models and Associated Inferential Issues

• N. Balakrishnan
• M. V. Koutras
• F. S. Milienos
• S. Pal
Article

## Abstract

Cure rate models offer a convenient way to model time-to-event data by allowing a proportion of individuals in the population to be completely cured so that they never face the event of interest (say, death). The most studied cure rate models can be defined through a competing cause scenario in which the random variables corresponding to the time-to-event for each competing causes are conditionally independent and identically distributed while the actual number of competing causes is a latent discrete random variable. The main interest is then in the estimation of the cured proportion as well as in developing inference about failure times of the susceptibles. The existing literature consists of parametric and non/semi-parametric approaches, while the expectation maximization (EM) algorithm offers an efficient tool for the estimation of the model parameters due to the presence of right censoring in the data. In this paper, we study the cases wherein the number of competing causes is either a binary or Poisson random variable and a piecewise linear function is used for modeling the hazard function of the time-to-event. Exact likelihood inference is then developed based on the EM algorithm and the inverse of the observed information matrix is used for developing asymptotic confidence intervals. The Monte Carlo simulation study demonstrates the accuracy of the proposed non-parametric approach compared to the results attained from the true correct parametric model. The proposed model and the inferential method is finally illustrated with a data set on cutaneous melanoma.

## Keywords

Cure rate models Competing causes Maximum likelihood estimators EM algorithm Lifetime data Exponential distribution Weibull distribution Piecewise constant/linear approximations Cutaneous melanoma data

## Mathematics Subject Classification (2010)

62N02 62P10 62N05 62G07

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## Authors and Affiliations

• N. Balakrishnan
• 1
• M. V. Koutras
• 2
• F. S. Milienos
• 1
Email author
• S. Pal
• 3
1. 1.Department of Mathematics and StatisticsMcMaster UniversityHamiltonCanada
2. 2.Department of Statistics and Insurance ScienceUniversity of PiraeusPiraeusGreece
3. 3.Department of MathematicsUniversity of Texas at ArlingtonArlingtonUSA