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Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach

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Listed:
  • Aurelie Bertrand
  • Catherine Legrand
  • Raymond J. Carroll
  • Christophe de Meester
  • Ingrid Van Keilegom

Abstract

SUMMARY In many situations in survival analysis, it may happen that a fraction of individuals will never experience the event of interest: they are considered to be cured. The promotion time cure model takes this into account. We consider the case where one or more explanatory variables in the model are subject to measurement error, which should be taken into account to avoid biased estimators. A general approach is the simulation-extrapolation algorithm, a method based on simulations which allows one to estimate the effect of measurement error on the bias of the estimators and to reduce this bias. We extend this approach to the promotion time cure model. We explain how the algorithm works, and we show that the proposed estimator is approximately consistent and asymptotically normally distributed, and that it performs well in finite samples. Finally, we analyse a database in cardiology: among the explanatory variables of interest is the ejection fraction, which is known to be measured with error.

Suggested Citation

  • Aurelie Bertrand & Catherine Legrand & Raymond J. Carroll & Christophe de Meester & Ingrid Van Keilegom, 2017. "Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach," Biometrika, Biometrika Trust, vol. 104(1), pages 31-50.
    • Handle: RePEc:oup:biomet:v:104:y:2017:i:1:p:31-50.
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    File URL: http://hdl.handle.net/10.1093/biomet/asw054
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    References listed on IDEAS

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    1. Wenbin Lu, 2008. "Maximum likelihood estimation in the proportional hazards cure model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(3), pages 545-574, September.
    2. Carvalho Lopes, Celia Mendes & Bolfarine, Heleno, 2012. "Random effects in promotion time cure rate models," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 75-87, January.
    3. Peng, Yingwei, 2003. "Fitting semiparametric cure models," Computational Statistics & Data Analysis, Elsevier, vol. 41(3-4), pages 481-490, January.
    4. Tsodikov, Alexander, 1998. "Asymptotic efficiency of a proportional hazards model with cure," Statistics & Probability Letters, Elsevier, vol. 39(3), pages 237-244, August.
    5. Wendy F. Greene & Jianwen Cai, 2004. "Measurement Error in Covariates in the Marginal Hazards Model for Multivariate Failure Time Data," Biometrics, The International Biometric Society, vol. 60(4), pages 987-996, December.
    6. Ma, Yanyuan & Yin, Guosheng, 2008. "Cure Rate Model With Mismeasured Covariates Under Transformation," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 743-756, June.
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    Cited by:

    1. Chen, Li-Pang, 2019. "Semiparametric estimation for cure survival model with left-truncated and right-censored data and covariate measurement error," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.
    2. Amico, Mailis & Van Keilegom, Ingrid, 2017. "Cure models in survival analysis," LIDAM Discussion Papers ISBA 2017007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Bertrand, A. & Legrand, C. & Léonard, D. & Van Keilegom, I., 2017. "Robustness of estimation methods in a survival cure model with mismeasured covariates," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 3-18.

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