ESTIMATION FROM PSEUDO PARTIAL LIKELIHOOD IN A SEMIPARAMETRIC CURE MODEL

Abstract

We consider a cure model identical to one discussed by Kuk and Chen (1992), Sy and Taylor (2000) and Peng and Dear (2000). The feature of this model is that one uses the logistic regression model for the cure rate and Cox's proportional hazards model for the latent distribution. We propose a new semiparametric estimation method in this model using a criterion named the pseudo partial likelihood. Simulation studies show that the proposed method is appropriate for practical use, compared with semiparametric estimation via the EM algorithm. An application to data from a breast cancer with three treatment arms of adjuvant therapy is given to illustrate the aspect of the proposed method.