A weighted Poisson distribution and its application to cure rate models

N. Balakrishnan, M. V. Koutras and F. S. Milienos

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 17, 4297-4310

Abstract: The family of weighted Poisson distributions offers great flexibility in modeling discrete data due to its potential to capture over/under-dispersion by an appropriate selection of the weight function. In this paper, we introduce a flexible weighted Poisson distribution and further study its properties by using it in the context of cure rate modeling under a competing cause scenario. A special case of the new distribution is the COM-Poisson distribution which in turn encompasses the Bernoulli, Poisson, and geometric distributions; hence, many of the well-studied cure rate models may be seen as special cases of the proposed model. We focus on the estimation, through the maximum likelihood method, of the cured proportion and the properties of the failure time of the susceptibles/non cured individuals; a profile likelihood approach is also adopted for estimating the parameters of the weighted Poisson distribution. A Monte Carlo simulation study demonstrates the accuracy of the proposed inferential method. Finally, as an illustration, we fit the proposed model to a cutaneous melanoma data set.

Date: 2018
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Citations: View citations in EconPapers (2)

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DOI: 10.1080/03610926.2017.1373817

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