Least Absolute Deviations Estimation for the Accelerated Failure Time Model

@inproceedings{Huang2005LeastAD,
  title={Least Absolute Deviations Estimation for the Accelerated Failure Time Model},
  author={Jian Huang and Shuangge Ma and Huiliang Xie},
  year={2005}
}
The accelerated failure time (AFT) model assumes a linear relationship between the event time and the covariates. We propose a robust weighted least-absolute-deviations (LAD) method for estimation in the AFT model with right-censored data. This method uses the Kaplan-Meier weights in the LAD objective function to account for censoring. We show that the proposed estimator is root-n consistent and asymptotically normal under mild assumptions. The proposed estimator can be easily computed using… CONTINUE READING
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