An Akaike information criterion for multiple event mixture cure models

Lore Dirick, Gerda Claeskens and Bart Baesens

European Journal of Operational Research, 2015, vol. 241, issue 2, 449-457

Abstract: We derive the proper form of the Akaike information criterion for variable selection for mixture cure models, which are often fit via the expectation–maximization algorithm. Separate covariate sets may be used in the mixture components. The selection criteria are applicable to survival models for right-censored data with multiple competing risks and allow for the presence of a non-susceptible group. The method is illustrated on credit loan data, with pre-payment and default as events and maturity as the non-susceptible case and is used in a simulation study.

Keywords: Akaike information criterion; Competing risks; EM-algorithm; Mixture cure model; Model selection (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (15)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:241:y:2015:i:2:p:449-457

DOI: 10.1016/j.ejor.2014.08.038

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