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中國統計學報 EconLit

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篇名 The COM-Poisson Cure Rate Model for Survival Data- Computational Aspects
卷期 57:1
並列篇名 康威-馬克士威-泊松治癒率模型對於存活資料之計算觀點
作者 何致晟江村剛志
頁次 001-042
關鍵字 EM algorithmGeneralized gamma distributionNewton- Raphson algorithmSurvival analysisWeibull distribution最大期望演算法廣義伽瑪分配牛頓-拉弗森演算法存活分析韋伯分配EconLitTSCI
出刊日期 201903

中文摘要

康威-馬克士威-泊松分配(Conway-Maxwell-Poisson)可以用於描述存活資料中之治癒 比例,基於此模型,在文獻中已有兩種最大概似估計量之計算方法被提出,一種方法爲R gamlss套件所使用的方法,其利用了對數概似函數之一階導數,另一種方法則是使用了完整 資料概似函數之最大期望演算法。在本篇文章中,我們提出了一個穩健的牛頓-拉弗森演算法, 其穩健性是來自於對起始值之隨機擾動,以及對恆正參數之對數轉換,在伯努力治癒模型下,我 們提供了概似函數之導數表示法與電腦程式碼給讀者使用。由於牛頓-拉弗森演算法使用了概 似函數之一、二階導數,故其收斂速度較R gamlss套件快,同時我們也回顧了最大期望演算法, 並利用模擬分析將其表現與牛頓-拉弗森演算法做比較,除此之外,我們還提出了一筆新的資料 來配適康威-馬克士威-泊松治癒模型,並且討論使用兩種演算法之結果。

英文摘要

The Conway-Maxwell-Poisson (COM-Poisson) distribution is useful to account for a cure proportion in survival data. With this model, two computational approaches for calculating maximum likelihood estimates have been developed in the literature: one based on the method in the gamlss R package that employs the first-order derivatives of the log-likelihood, and the other based on the EM algorithm that employs the completedata likelihood. In this paper, we propose a robust version of the Newton-Raphson (NR) algorithm, where the robustness is introduced by random perturbations to the initial values and by log-transformations to positive parameters. We provide the expressions of the derivatives of the log-likelihood under the Bernoulli cure model and computer codes for implementation. Since the NR algorithm employs the first- and secondderivatives of the log-likelihood, it converges more quickly than the method of the gamlss R package. We also review the EM algorithms and compare the computational performance between the NR and EM algorithms via simulations. We also include a novel data to be fitted to the COM-Poisson cure model, and discuss the consequence of performing the two algorithms.

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