• Title/Summary/Keyword: randomly censored data.

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

  • 정대현;원동유
    • Journal of Applied Reliability
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    • v.1 no.2
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    • pp.149-163
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    • 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.

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

  • 하일도
    • Journal of Korea Society of Industrial Information Systems
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    • v.4 no.2
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    • pp.39-43
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    • 1999
  • We consider generalized exponential regression model with randomly censored data and propose a modified Fisher scoring method which estimates the model parameters. For this, the likelihood equations are derived and then the estimating algorithm is developed. We illustrate the proposed method using a real data.

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

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.431-443
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    • 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
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    • v.1 no.1
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    • pp.39-47
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    • 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.

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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
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    • v.33 no.1
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    • pp.25-34
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    • 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
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    • v.23 no.2
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    • pp.393-401
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    • 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.

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

  • 정대현;홍승만;원동유
    • Journal of Applied Reliability
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    • v.2 no.2
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    • pp.121-133
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    • 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.

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Kernel Ridge Regression with Randomly Right Censored Data

  • Shim, Joo-Yong;Seok, Kyung-Ha
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.205-211
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    • 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
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    • v.16 no.4
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    • pp.1045-1052
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    • 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.

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

  • Lee, Sang-Bock
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.1
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    • pp.59-68
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    • 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.

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