Cure Rate Model with Measurement Error

This simulation study focuses on the relative small sample properties of some widely applied predictors in regression with AR(1) errors where there errors are allowed to follow normal and non-normal distributions. The conclusions are: all predictors considered are significantly unbiased; the relative performances of predictors, from the efficiency point of view, seemed insensitive to the nature of the error distribution; and the standard errors of predictors computed from the asymptotic formulas are very useful for purposes of inference in small sample and under all assumed distributions.