Firth adjusted score function for monotone likelihood in the mixture cure fraction model

Frederico Machado Almeida (), Enrico Antônio Colosimo () and Vinícius Diniz Mayrink ()
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Frederico Machado Almeida: Universidade Federal de Minas Gerais
Enrico Antônio Colosimo: Universidade Federal de Minas Gerais
Vinícius Diniz Mayrink: Universidade Federal de Minas Gerais

Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, 2021, vol. 27, issue 1, No 6, 155 pages

Abstract: Abstract Models for situations where some individuals are long-term survivors, immune or non-susceptible to the event of interest, are extensively studied in biomedical research. Fitting a regression can be problematic in situations involving small sample sizes with high censoring rate, since the maximum likelihood estimates of some coefficients may be infinity. This phenomenon is called monotone likelihood, and it occurs in the presence of many categorical covariates, especially when one covariate level is not associated with any failure (in survival analysis) or when a categorical covariate perfectly predicts a binary response (in the logistic regression). A well known solution is an adaptation of the Firth method, originally created to reduce the estimation bias. The method provides a finite estimate by penalizing the likelihood function. Bias correction in the mixture cure model is a topic rarely discussed in the literature and it configures a central contribution of this work. In order to handle this point in such context, we propose to derive the adjusted score function based on the Firth method. An extensive Monte Carlo simulation study indicates good inference performance for the penalized maximum likelihood estimates. The analysis is illustrated through a real application involving patients with melanoma assisted at the Hospital das Clínicas/UFMG in Brazil. This is a relatively novel data set affected by the monotone likelihood issue and containing cured individuals.

Keywords: Cure rate models; EM algorithm; Firth method; Logistic link function; Melanoma; Weibull model (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s10985-020-09510-4

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