• 제목/요약/키워드: randomly censored data.

검색결과 33건 처리시간 0.019초

정보적 중도절단을 고려한 최대 편우도 추정량의 정규성 (Normality of the MPLE of a Proportional Hazard Model for Informative Censored Data)

  • 정대현;원동유
    • 한국신뢰성학회지:신뢰성응용연구
    • /
    • 제1권2호
    • /
    • pp.149-163
    • /
    • 2001
  • We study the normality of the maximum partial likelihood estimators for the proportional hazard model with informative censored data. The proposed models cover the cases in which the times to a primary event may be informatively or randomly censored and the times to a secondary event may be randomly censored. To estimate the parameters and to check the normality of the parameters in the model, we adopt the partial likelihood and counting process to use the martingale central limit theorem. Simulation studies are performed to examine the normality of the MPLE's for the five cases in which they depend upon the proportions of randomly censored and informative censored data.

  • PDF

임의중도절단자료를 갖는 일반화된 지수회귀모형 (Generalized Exponential Regression Model with Randomly Censored Data)

  • 하일도
    • 한국산업정보학회논문지
    • /
    • 제4권2호
    • /
    • pp.39-43
    • /
    • 1999
  • 임의중도절단자료(randomly censored data)를 갖는 일반화된 지수회귀모헝을 고려하여 이 모형에서 모수를 추정하는 수정된 피선 점수화(modified Fisher scoring)방법을 제안한다. 이를 위해 우도방정식(likelihood equations)이 유도되고 추정알고리즘(estimating algorithm)이 개발된다. 실제의 자료를 통해 제안된 방법을 예증한다.

  • PDF

Tests based on EDF statistics for randomly censored normal distributions when parameters are unknown

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
    • /
    • 제26권5호
    • /
    • pp.431-443
    • /
    • 2019
  • Goodness-of-fit techniques are an important topic in statistical analysis. Censored data occur frequently in survival experiments; therefore, many studies are conducted when data are censored. In this paper we mainly consider test statistics based on the empirical distribution function (EDF) to test normal distributions with unknown location and scale parameters when data are randomly censored. The most famous EDF test statistic is the Kolmogorov-Smirnov; in addition, the quadratic statistics such as the $Cram{\acute{e}}r-von$ Mises and the Anderson-Darling statistic are well known. The $Cram{\acute{e}}r-von$ Mises statistic is generalized to randomly censored cases by Koziol and Green (Biometrika, 63, 465-474, 1976). In this paper, we generalize the Anderson-Darling statistic to randomly censored data using the Kaplan-Meier estimator as it was done by Koziol and Green. A simulation study is conducted under a particular censorship model proposed by Koziol and Green. Through a simulation study, the generalized Anderson-Darling statistic shows the best power against almost all alternatives considered among the three EDF statistics we take into account.

A Family of Tests for Trend Change in Mean Residual Life using Censored Data

  • Na, Myung-Hwan;Kim, Jae-Joo
    • International Journal of Reliability and Applications
    • /
    • 제1권1호
    • /
    • pp.39-47
    • /
    • 2000
  • In a resent paper, Na and Kim(2000) develop a family of test statistics for testing whether or not the mean residual life changes its trend based on complete data and show that the new tests perform better than previously known tests. In this paper, we extend their tests to the randomly censored data. The asymptotic normality of the test statistics is established. Monte Carlo simulations are conducted to compare our tests with a previously known test by the power of tests.

  • PDF

REGRESSION WITH CENSORED DATA BY LEAST SQUARES SUPPORT VECTOR MACHINE

  • Kim, Dae-Hak;Shim, Joo-Yong;Oh, Kwang-Sik
    • Journal of the Korean Statistical Society
    • /
    • 제33권1호
    • /
    • pp.25-34
    • /
    • 2004
  • In this paper we propose a prediction method on the regression model with randomly censored observations of the training data set. The least squares support vector machine regression is applied for the regression function prediction by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed prediction method.

Two-step LS-SVR for censored regression

  • Bae, Jong-Sig;Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제23권2호
    • /
    • pp.393-401
    • /
    • 2012
  • This paper deals with the estimations of the least squares support vector regression when the responses are subject to randomly right censoring. The estimation is performed via two steps - the ordinary least squares support vector regression and the least squares support vector regression with censored data. We use the empirical fact that the estimated regression functions subject to randomly right censoring are close to the true regression functions than the observed failure times subject to randomly right censoring. The hyper-parameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation function. Experimental results are then presented which indicate the performance of the proposed procedure.

비례위험모형에서 정보적 중도절단의 효과 (Effects of Informative Censoring in the Proportional Hazards Model)

  • 정대현;홍승만;원동유
    • 한국신뢰성학회지:신뢰성응용연구
    • /
    • 제2권2호
    • /
    • pp.121-133
    • /
    • 2002
  • This paper concerns informative censoring and some of the difficulties it creates in analysis of survival data. For analyzing censored data, misclassification of informative censoring into random censoring is often unavoidable. It is worthwhile to investigate the impact of neglecting informative censoring on the estimation of the parameters of the proportional hazards model. The proposed model includes a primary failure which can be censored informatively or randomly and a followup failure which may be censored randomly. Simulation shows that the loss is about 30% with regard to the confidence interval if we neglect the informative censoring.

  • PDF

Kernel Ridge Regression with Randomly Right Censored Data

  • Shim, Joo-Yong;Seok, Kyung-Ha
    • Communications for Statistical Applications and Methods
    • /
    • 제15권2호
    • /
    • pp.205-211
    • /
    • 2008
  • This paper deals with the estimations of kernel ridge regression when the responses are subject to randomly right censoring. The iterative reweighted least squares(IRWLS) procedure is employed to treat censored observations. The hyperparameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation(GCV) function. Experimental results are then presented which indicate the performance of the proposed procedure.

Censored Kernel Ridge Regression

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제16권4호
    • /
    • pp.1045-1052
    • /
    • 2005
  • This paper deals with the estimations of kernel ridge regression when the responses are subject to randomly right censoring. The weighted data are formed by redistributing the weights of the censored data to the uncensored data. Then kernel ridge regression can be taken up with the weighted data. The hyperparameters of model which affect the performance of the proposed procedure are selected by a generalized approximate cross validation(GACV) function. Experimental results are then presented which indicate the performance of the proposed procedure.

  • PDF

Weighted Estimation of Survival Curves for NBU Class Based on Censored Data

  • Lee, Sang-Bock
    • Journal of the Korean Data and Information Science Society
    • /
    • 제7권1호
    • /
    • pp.59-68
    • /
    • 1996
  • In this paper, we consider how to estimate New Better Than Used (NBU) survival curves from randomly right censored data. We propose several possible NBU estimators and study their properties. Numerical studies indicate that the proposed estimators are appropriate in practical use. Some useful examples are presented.

  • PDF