Nonparametric Regression For Censored And Truncated Data
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Nonparametric Censored and Truncated Regression
Author | : Arthur Lewbel |
Publisher | : |
Total Pages | : 37 |
Release | : 2008 |
Genre | : |
ISBN | : |
The nonparametric censored regression model, with a fixed, known censoring point (normalized to zero), is y = max[0,m(x) + e], where both the regression function m(x) and the distribution of the error e are unknown. This paper provides estimators of m(x) and its derivatives. The convergence rate is the same as for an uncensored nonparametric regression and its derivatives. We also provide root n estimates of weighted average derivatives of m(x), which equal the coefficients in linear or partly linearr specifications for m(x). An extension permits estimation in the presence of a general form of heteroscedasticity. We also extend the estimator to the nonparametric truncated regression model, in which only uncensored data points are observed. The estimators are based on the relationship ?E(yk x)/?m(x) = kE[yk-1/(y gt; 0)x ], which we show holds for positive integers k.
Survival Analysis
Author | : John P. Klein |
Publisher | : Springer Science & Business Media |
Total Pages | : 508 |
Release | : 2013-06-29 |
Genre | : Medical |
ISBN | : 1475727283 |
Making complex methods more accessible to applied researchers without an advanced mathematical background, the authors present the essence of new techniques available, as well as classical techniques, and apply them to data. Practical suggestions for implementing the various methods are set off in a series of practical notes at the end of each section, while technical details of the derivation of the techniques are sketched in the technical notes. This book will thus be useful for investigators who need to analyse censored or truncated life time data, and as a textbook for a graduate course in survival analysis, the only prerequisite being a standard course in statistical methodology.
Nonparametric Estimation and Regression Analysis with Left Truncated and Right Censored Data
Author | : Stanford University. Dept. of Statistics |
Publisher | : |
Total Pages | : 23 |
Release | : 1994 |
Genre | : Estimation theory |
ISBN | : |
Analysis of Doubly Truncated Data
Author | : Achim Dörre |
Publisher | : Springer |
Total Pages | : 109 |
Release | : 2019-05-13 |
Genre | : Mathematics |
ISBN | : 9811362416 |
This book introduces readers to statistical methodologies used to analyze doubly truncated data. The first book exclusively dedicated to the topic, it provides likelihood-based methods, Bayesian methods, non-parametric methods, and linear regression methods. These procedures can be used to effectively analyze continuous data, especially survival data arising in biostatistics and economics. Because truncation is a phenomenon that is often encountered in non-experimental studies, the methods presented here can be applied to many branches of science. The book provides R codes for most of the statistical methods, to help readers analyze their data. Given its scope, the book is ideally suited as a textbook for students of statistics, mathematics, econometrics, and other fields.
Regression Models
Author | : Richard Breen |
Publisher | : SAGE |
Total Pages | : 92 |
Release | : 1996-01-09 |
Genre | : Mathematics |
ISBN | : 9780803957107 |
This book provides an introduction to the regression models needed, where an outcome variable for a sample is not representative of the population from which a generalized result is sought.