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Identifiability of a mixture cure frailty model

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  • Peng, Yingwei
  • Zhang, Jiajia

Abstract

We consider a mixture cure frailty model that generalizes the general mixture cure model by adding a frailty term in the latency distribution. We investigate the model's identifiability in theory and the results can be extended easily to the general mixture cure model and the frailty model.

Suggested Citation

  • Peng, Yingwei & Zhang, Jiajia, 2008. "Identifiability of a mixture cure frailty model," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2604-2608, November.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:16:p:2604-2608
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    References listed on IDEAS

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    1. James J. Heckman & Christopher R. Taber, 1994. "Econometric Mixture Models and More General Models for Unobservables in Duration Analysis," NBER Technical Working Papers 0157, National Bureau of Economic Research, Inc.
    2. Li, Chin-Shang & Taylor, Jeremy M. G. & Sy, Judy P., 2001. "Identifiability of cure models," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 389-395, October.
    3. Chris Elbers & Geert Ridder, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(3), pages 403-409.
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    Cited by:

    1. Hanin, Leonid & Huang, Li-Shan, 2014. "Identifiability of cure models revisited," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 261-274.
    2. Chen, Pengcheng & Zhang, Jiajia & Zhang, Riquan, 2013. "Estimation of the accelerated failure time frailty model under generalized gamma frailty," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 171-180.
    3. Dirick, Lore & Claeskens, Gerda & Vasnev, Andrey & Baesens, Bart, 2022. "A hierarchical mixture cure model with unobserved heterogeneity for credit risk," Econometrics and Statistics, Elsevier, vol. 22(C), pages 39-55.
    4. G. Guindon, 2014. "The impact of tobacco prices on smoking onset in Vietnam: duration analyses of retrospective data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 15(1), pages 19-39, January.
    5. Suvra Pal & Jacob Majakwara & N. Balakrishnan, 2018. "An EM algorithm for the destructive COM-Poisson regression cure rate model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(2), pages 143-171, February.

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