An Akaike information criterion for multiple event mixture cure models
Abstract
We derive the proper form of the Akaike information criterion for variable selection for mixture cure models, which are often fit via the expectation-maximization algorithm. Separate covariate sets may be used in the mixture components. The selection criteria are applicable to survival models for right-censored data with multiple competing risks and allow for the presence of a non-susceptible group. The method is illustrated on credit loan data, with pre-payment and default as events and maturity as the non-susceptible case and is used in a simulation study. (C) 2014 Elsevier B.V. All rights reserved.
Más información
| Título según WOS: | ID WOS:000362620800014 Not found in local WOS DB |
| Título de la Revista: | European Journal of Operational Research |
| Volumen: | 241 |
| Número: | 2 |
| Editorial: | Elsevier B.V. |
| Fecha de publicación: | 2015 |
| Página de inicio: | 449 |
| Página final: | 457 |
| DOI: |
10.1016/j.ejor.2014.08.038 |
| Notas: | ISI |