• Title/Summary/Keyword: dependent censoring

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Bootstrap Confidence Intervals for an Adjusted Survivor Function under the Dependent Censoring Model

  • Lee, Seung-Yeoun;Sok, Yong-U
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.127-135
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    • 2001
  • In this paper, we consider a simple method for testing the assumption of independent censoring on the basis of a Cox proportional hazards regression model with a time-dependent covariate. This method involves a two-stage sampling in which a random subset of censored observations is selected and followed-up until their true survival times are observed. Lee and Wolfe(1998) proposed an adjusted estimate of the survivor function for the dependent censoring under a proportional hazards alternative. This paper extends their result to obtain a bootstrap confidence interval for the adjusted survivor function under the dependent censoring. The proposed procedure is illustrated with an example of a clinical trial for lung cancer analysed in Lee and Wolfe(1998).

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Association measure of doubly interval censored data using a Kendall's 𝜏 estimator

  • Kang, Seo-Hyun;Kim, Yang-Jin
    • Communications for Statistical Applications and Methods
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    • v.28 no.2
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    • pp.151-159
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    • 2021
  • In this article, our interest is to estimate the association between consecutive gap times which are subject to interval censoring. Such data are referred as doubly interval censored data (Sun, 2006). In a context of serial event, an induced dependent censoring frequently occurs, resulting in biased estimates. In this study, our goal is to propose a Kendall's 𝜏 based association measure for doubly interval censored data. For adjusting the impact of induced dependent censoring, the inverse probability censoring weighting (IPCW) technique is implemented. Furthermore, a multiple imputation technique is applied to recover unknown failure times owing to interval censoring. Simulation studies demonstrate that the suggested association estimator performs well with moderate sample sizes. The proposed method is applied to a dataset of children's dental records.

Estimation of the time-dependent AUC for cure rate model with covariate dependent censoring

  • Yang-Jin Kim
    • Communications for Statistical Applications and Methods
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    • v.31 no.4
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    • pp.365-375
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    • 2024
  • Diverse methods to evaluate the prediction model of a time to event have been proposed in the context of right censored data where all subjects are subject to be susceptible. A time-dependent AUC (area under curve) measures the predictive ability of a marker based on case group and control one which are varying over time. When a substantial portion of subjects are event-free, a population consists of a susceptible group and a cured one. An uncertain curability of censored subjects makes it difficult to define both case group and control one. In this paper, our goal is to propose a time-dependent AUC for a cure rate model when a censoring distribution is related with covariates. A class of inverse probability of censoring weighted (IPCW) AUC estimators is proposed to adjust the possible sampling bias. We evaluate the finite sample performance of the suggested methods with diverse simulation schemes and the application to the melanoma dataset is presented to compare with other methods.

RELIABILITY PREDICTION BASED ON DEGRADATION DATA

  • Kim, Jae-Joo;Jeong, Hai-Sung;Na, Myung-Hwan
    • Proceedings of the Korean Reliability Society Conference
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    • 2000.04a
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    • pp.177-183
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    • 2000
  • As monitoring, testing, and measuring techniques develop, predictive control of components and complete systems have become more practical and affordable. In this paper we develop a statistics-based approach assuming nonlinear degradation paths and time-dependent standard deviation. This approach can be extended to provide reliability estimates and limit value determination in the censoring case fur predictive maintenance policy.

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Review for time-dependent ROC analysis under diverse survival models (생존 분석 자료에서 적용되는 시간 가변 ROC 분석에 대한 리뷰)

  • Kim, Yang-Jin
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.35-47
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    • 2022
  • The receiver operating characteristic (ROC) curve was developed to quantify the classification ability of marker values (covariates) on the response variable and has been extended to survival data with diverse missing data structure. When survival data is understood as binary data (status of being alive or dead) at each time point, the ROC curve expressed at every time point results in time-dependent ROC curve and time-dependent area under curve (AUC). In particular, a follow-up study brings the change of cohort and incomplete data structures such as censoring and competing risk. In this paper, we review time-dependent ROC estimators under several contexts and perform simulation to check the performance of each estimators. We analyzed a dementia dataset to compare the prognostic power of markers.

Estimation on a two-parameter Rayleigh distribution under the progressive Type-II censoring scheme: comparative study

  • Seo, Jung-In;Seo, Byeong-Gyu;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.91-102
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    • 2019
  • In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

The Strong Consistency of Regression Quantiles Estimators in Nonlinear Censored Regression Models

  • Choi, Seung-Hoe
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.1
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    • pp.157-164
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    • 2002
  • In this paper, we consider the strong consistency of the regression quantiles estimators for the nonlinear regression models when dependent variables are subject to censoring, and provide the sufficient conditions which ensure the strong consistency of proposed estimators of the censored regression models. one example is given to illustrate the application of the main result.

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THE CENSORED REGRESSION QUANTILE ESTIMATORS FOR NONLINEAR REGRESSION MODEL

  • Park, Seung-Hoe
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.373-384
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    • 2003
  • In this paper, we consider the asymptotic properties of regression quantile estimators for the nonlinear regression model when dependent variables are subject to censoring time, and propose the sufficient conditions which ensure consistency and asymptotic normality for regression quantile estimators in censored nonlinear regression model. Also, we drive the asymptotic relative efficiency of the censored regression model with respect to the ordinary regression model.

The strong consistency of the $L_1$-norm estimators in censored nonlinear regression models

  • Park, Seung-Hoe;Kim, Hae-Kyung
    • Bulletin of the Korean Mathematical Society
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    • v.34 no.4
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    • pp.573-581
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    • 1997
  • This paper is concerned with the strong consistency of the $L_1$-norm estimators for the nonlinear regression models when dependent variables are subject to censoring, and provides the sufficient conditions which ensure the strong consistency of $L_1$-norm estimators of the censored regression models.

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종속관측중단이 관측중단된 자료의 적합도 검정에 미치는 영향

  • 김주한;김정란
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.33-42
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    • 1995
  • 종속 관측중단(dependent censoring)이 카이제곱 형태의 적합도 검정에 어떻게 영향을 미치고 종속도와 관측중단된 정도에 따라 검정의 오류와 검정력이 변화하는 형태를 시뮬레이션을 통해 경험적으로 알아보았다. Sakar(1987)가 제안한 이변량 지수분포로부터 종속 관측중단된 자료를 만들어 Kim(1993)이 제안한 방법과 Akritas(1988)가 제안한 적합도의 검정방법을 적용하였다. 전체적으로 Kim(1993)의 검정법이 더 효과적이었으며 관측 중단된 정도가 클 때는 중속도에 따라 검정의 오류와 검정력이 무척 크게 변하였다.

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