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Linear transformation models have been one type of models commonly used for regression analysis of failure time data partly due to their flexibility. More recently they have been generalised to the case where there may exist a cured subgroup or the censoring may be informative. In this paper, we consider a more complicated and general situation where both a cured subgroup and informative censoring, or more specifically informative interval censoring, exist. As pointed out in the literature, the analysis that fails to take into account either the cured subgroup or the informative censoring can yield biased estimation or misleading conclusions. For the problem, a three-component mixture cure model is presented and we develop a two-step estimation procedure with the use of  B -splines to approximate unknown functions. The proposed approach is quite flexible and can be easily implemented. Also the proposed estimators of regression parameters are shown to be consistent and asymptotically normal. An extensive simulation study is conducted and suggests that the method works well for practical situations. Furthermore a real application is provided to illustrate the proposed methodology.

Estimation of linear transformation cure models with informatively interval-censored failure time data