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Modifying the Koul, Susarla and Van Ryzin estimator for linear regression models with right censoring

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  • Fygenson, Mendel
  • Zhou, Mai

Abstract

Koul, Susarla and Van Ryzin (1981) proposed a regression estimator for linear regression models with right censoring. Despite its computational advantages and well-explored theoretical properties, this estimation method has not been widely accepted because of its poor performance on the Stanford Heart Transplant data. We propose a simple modification to their method of estimation that substantially improves the resulting estimators. We demonstrate this using simulations, the Stanford Heart Transplant data and the leukemia data from Freireich (1963)

Suggested Citation

  • Fygenson, Mendel & Zhou, Mai, 1992. "Modifying the Koul, Susarla and Van Ryzin estimator for linear regression models with right censoring," Statistics & Probability Letters, Elsevier, vol. 13(4), pages 295-299, March.
    • Handle: RePEc:eee:stapro:v:13:y:1992:i:4:p:295-299
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    Cited by:

    1. Vasudaven, M. & Nair, M. G. & Sithole, M. M., 1996. "On estimation for censored autoregressive data," Statistics & Probability Letters, Elsevier, vol. 31(2), pages 97-105, December.
    2. Zhou, Mai, 1999. "Regression analysis with censored data: Extensions of Koul-Susarla-Van Ryzin approach," Statistics & Probability Letters, Elsevier, vol. 41(3), pages 229-236, February.

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