On sufficient dimension reduction for proportional censorship model with covariates

Xuerong Meggie Wen

Computational Statistics & Data Analysis, 2010, vol. 54, issue 8, 1975-1982

Abstract: The requirement of constant censoring parameter [beta] in Koziol-Green (KG) model is too restrictive. When covariates are present, the conditional KG model (Veraverbekea and Cadarso-Suárez, 2000) which allows [beta] to be dependent on the covariates is more realistic. In this paper, using sufficient dimension reduction methods, we provide a model-free diagnostic tool to test if [beta] is a function of the covariates. Our method also allows us to conduct a model-free selection of the related covariates. A simulation study and a real data analysis are also included to illustrate our approach.

Keywords: Conditional; Koziol-Green; model; Multiple; covariates; Proportional; hazards; model; Sufficient; dimension; reduction (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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