LINEAR-REGRESSION WITH CENSORED DATA
成果类型:
Article
署名作者:
BUCKLEY, J; JAMES, I
署名单位:
University of Western Australia
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
发表日期:
1979
页码:
429436
关键词:
摘要:
A method is given 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 from that of Miller (1976) in that the normal equations rather than the sum of squares of residuals are modified and this overcomes the inconsistency problems in Miller''s approach. Large sample properties of the estimator of slope are derived heuristically and substantiated by simulations. Some of the heart transplant data reported and analyzed by Miller are reanalyzed using the present method.