Estimation of Multiple Linear Regression Model with Twice-Censored Data
@article{Shen2015EstimationOM, title={Estimation of Multiple Linear Regression Model with Twice-Censored Data}, author={Pao-sheng Shen}, journal={Communications in Statistics - Theory and Methods}, year={2015}, volume={44}, pages={4631 - 4640}, url={https://api.semanticscholar.org/CorpusID:125366977} }
In this article, we propose three M-estimators for multiple regression model when response variable is subject to twice censoring. The consistency of the proposed M-estimators is established. A simulation study is conducted to investigate the performance of the proposed estimators. Furthermore, the simple bootstrap methods are used to construct interval estimators.
One Citation
Relative Error Prediction for Twice Censored Data
- 2019
Mathematics
In this paper we consider the problem of non-parametric relative regression for twice censored data. We introduce and study a new estimate of the regression function when it is appropriate to assess…
20 References
Regression Analysis with Randomly Right-Censored Data
- 1981
Mathematics
This paper proposes a new estimator of the parameter vector in a linear regression model when the observations are randomly censored on the right and when the error distribution is unknown. This…
Estimation in a Linear Regression Model with Censored Data
- 1990
Mathematics
We consider the semiparametric linear regression model with censored data and with unknown error distribution. We describe estimation equations of the Buckley-James type that admit √n-consistent and…
Linear regression with censored data
- 1979
Mathematics
SUMMARY We give a method of estimating parameters in the linear regression model which allows the dependent variable to be censored and the residual distribution to be unspecified. The method differs…
Regression M-estimators with doubly censored data
- 1997
Mathematics
The M-estimators are proposed for the linear regression model with random design when the response observations are doubly censored. The proposed estimators are constructed as some functional of a…
Nonparametric estimators of the survival function with twice censored data
- 2011
Mathematics
Patilea and Rolin (Ann Stat 34(2):925–938, 2006) proposed a product-limit estimator of the survival function for twice censored data. In this article, based on a modified self-consistent (MSC)…
Nonparametric Estimation of a Survivorship Function with Doubly Censored Data
- 1974
Mathematics
Abstract A simple iterative procedure is proposed for obtaining estimates of a response time distribution when some of the data are censored on the left and some on the right. The procedure is based…
A Missing Information Principle and $M$-Estimators in Regression Analysis with Censored and Truncated Data
- 1994
Mathematics
A general missing information principle is proposed for constructing Mestimators of regression parameters in the presence of left truncation and right censoring on the observed responses. By making…
Product-limit estimators of the survival function with twice censored data
- 2006
Mathematics
A model for competing (resp. complementary) risks survival data where the failure time can be left (resp. right) censored is proposed. Product-limit estimators for the survival functions of the…