Open Access
2021 A simulation-extrapolation approach for the mixture cure model with mismeasured covariates
Eni Musta, Ingrid Van Keilegom
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Electron. J. Statist. 15(2): 3708-3742 (2021). DOI: 10.1214/21-EJS1874


We consider survival data from a population with cured subjects in the presence of mismeasured covariates. We use the mixture cure model to account for the individuals that will never experience the event and at the same time distinguish between the effect of the covariates on the cure probabilities and on survival times. In particular, for practical applications, it seems of interest to assume a logistic form of the incidence and a Cox proportional hazards model for the latency. To correct the estimators for the bias introduced by the measurement error, we use the simex algorithm, which is a very general simulation based method. It essentially estimates this bias by introducing additional error to the data and then recovers bias corrected estimators through an extrapolation approach. The estimators are shown to be consistent and asymptotically normally distributed when the true extrapolation function is known. We investigate their finite sample performance through a simulation study and apply the proposed method to analyse the effect of the prostate specific antigen (PSA) on patients with prostate cancer.

Funding Statement

The authors acknowledge financial support from the European Research Council (2016–2021, Horizon 2020, grant agreement 694409). For the simulations we used the infrastructure of the Flemish Supercomputer Center (VSC).


Download Citation

Eni Musta. Ingrid Van Keilegom. "A simulation-extrapolation approach for the mixture cure model with mismeasured covariates." Electron. J. Statist. 15 (2) 3708 - 3742, 2021.


Received: 1 November 2020; Published: 2021
First available in Project Euclid: 15 July 2021

Digital Object Identifier: 10.1214/21-EJS1874

Primary: 62N02

Keywords: cure models , logistic model , measurement error , simex algorithm , Survival analysis

Vol.15 • No. 2 • 2021
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