An Akaike Information Criterion for Multiple Event Mixture Cure Models
30 Pages Posted: 13 Sep 2014
Date Written: May 21, 2014
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 an insusceptible group. The method is illustrated on credit loan data, with pre-payment and default as events and maturity as the insusceptible case and is used in a simulation study.
Keywords: Akaike information criterion, Competing risks, EM-algorithm, Mixture cure model, Model selection.
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