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Analysis of discrete lifetime data under middle-censoring and in the presence of covariates

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  • S. Rao Jammalamadaka
  • Elvynna Leong

Abstract

'Middle censoring' is a very general censoring scheme where the actual value of an observation in the data becomes unobservable if it falls inside a random interval ( L, R ) and includes both left and right censoring. In this paper, we consider discrete lifetime data that follow a geometric distribution that is subject to middle censoring. Two major innovations in this paper, compared to the earlier work of Davarzani and Parsian [3], include (i) an extension and generalization to the case where covariates are present along with the data and (ii) an alternate approach and proofs which exploit the simple relationship between the geometric and the exponential distributions, so that the theory is more in line with the work of Iyer et al. [6]. It is also demonstrated that this kind of discretization of life times gives results that are close to the original data involving exponential life times. Maximum likelihood estimation of the parameters is studied for this middle-censoring scheme with covariates and their large sample distributions discussed. Simulation results indicate how well the proposed estimation methods work and an illustrative example using time-to-pregnancy data from Baird and Wilcox [1] is included.

Suggested Citation

  • S. Rao Jammalamadaka & Elvynna Leong, 2015. "Analysis of discrete lifetime data under middle-censoring and in the presence of covariates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(4), pages 905-913, April.
  • Handle: RePEc:taf:japsta:v:42:y:2015:i:4:p:905-913
    DOI: 10.1080/02664763.2014.993364
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    Cited by:

    1. P. G. Sankaran & S. Prasad, 2017. "An Additive Risks Regression Model For Middle-Censored Lifetime Data," Statistics in Transition New Series, Polish Statistical Association, vol. 18(3), pages 459-479, September.
    2. Sankaran P. G. & Prasad S., 2017. "An Additive Risks Regression Model for Middle-Censored Lifetime Data," Statistics in Transition New Series, Statistics Poland, vol. 18(3), pages 459-479, September.
    3. Jammalamadaka, S. Rao & Bapat, Sudeep R., 2020. "Middle censoring in the multinomial distribution with applications," Statistics & Probability Letters, Elsevier, vol. 167(C).

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