Inference based on the EM algorithm for the competing risks model with masked causes of failure
失效原因被遮蔽的竞争风险模型:基于 EM 算法的推断
In this paper we propose inference methods based on the EM algorithm for estimating the parameters of a weakly parameterised competing risks model with masked causes of failure and second‐stage data. With a carefully chosen definition of complete data, the maximum likelihood estimation of the cause‐specific hazard functions and of the masking probabilities is performed via an EM algorithm. Both the E‐ and M‐steps can be solved in closed form under the full model and under…