Single-index mixture cure model under monotonicity constraints

Eni Musta, Tsz Pang Yuen

Publication date: 17 November 2022

Abstract: We consider survival data in the presence of a cure fraction, meaning that some subjects will never experience the event of interest. We assume a mixture cure model consisting of two sub-models: one for the probability of being uncured (incidence) and one for the survival of the uncured subjects (latency). Various approaches, ranging from parametric to nonparametric, have been used to model the effect of covariates on the incidence, with the logistic model being the most common one. We propose a monotone single-index model for the incidence and introduce a new estimation method that is based on the profile maximum likelihood approach and techniques from isotonic regression. The monotone single-index structure relaxes the parametric logistic assumption while maintaining interpretability of the regression coefficients. We investigate the consistency of the proposed estimator and show through a simulation study that, when the monotonicity assumption is satisfied, it performs better compared to the non-constrained single-index/Cox mixture cure model. To illustrate its practical use, we use the new method to study melanoma cancer survival data.

Has companion code repository: https://github.com/tp-yuen/msic

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