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Linear regression with censored data
Abstract
We give a method of estimating parameters in the linear regression model which allowB 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 appears to overcome 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 analysed by Miller are reanalysed using the present method.
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Citations
Cited by
Least absolute deviations estimation for the censored regression model
Powell, J. L. (1984) · Journal of Econometrics · doi:10.1016/0304-4076(84)90004-6 · Cited by 1,256
Inverse probability weighted estimation for general missing data problems
Wooldridge, J. M. (2007) · Journal of Econometrics · doi:10.1016/j.jeconom.2007.02.002 · Cited by 1,029
Survival analysis part II: multivariate data analysis – an introduction to concepts and methods
Bradburn, M. J., Clark, T. G., Love, S. B., & Altman, D. G. (2003) · British Journal of Cancer · doi:10.1038/sj.bjc.6601119 · Cited by 741
“Alternative methods include the method of Buckley and James (1979), which is discussed by Stare et al (2000), and semiparametric AFT models, in which the baseline survivor function is estimated nonparame-trically (see Wei, 1992, for an overview), but have not yet been widely implemented in…”
The Asymptotic Variance of Semiparametric Estimators
Newey, W. K. (1994) · Econometrica · doi:10.2307/2951752 · Cited by 717
Fifty Years of Classification and Regression Trees
Loh, W. (2014) · International Statistical Review · doi:10.1111/insr.12016 · Cited by 649
Metadata
- Authors
- BUCKLEY, J., & JAMES, I.
- Venue
- Biometrika
- Publisher
- Oxford University Press (OUP)
- Published
- 1979
- Volume
- 66
- Issue
- 3
- Pages
- 429-436
- ISSN
- 0006-3444 (ISSN-L)
- 1464-3510
- OpenAlex
- W2083972068
- Cited by
- 1,061
- References
- 0
- FWCI
- 4.09
- Type
- journal article
- Language
- en
- Open access
- closed
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