Eliminating bias due to censoring in Kendall’s tau estimators for quasi-independence of truncation and failure

Matthew D. Austin and Rebecca A. Betensky

Computational Statistics & Data Analysis, 2014, vol. 73, issue C, 16-26

Abstract: While the currently available estimators for the conditional Kendall’s tau measure of association between truncation and failure are valid for testing the null hypothesis of quasi-independence, they are biased when the null does not hold. This is because they converge to quantities that depend on the censoring distribution. The magnitude of the bias relative to the theoretical Kendall’s tau measure of association between truncation and failure due to censoring has not been studied, and so its importance in real problems is not known. We quantify this bias in order to assess the practical usefulness of the estimators. Furthermore, we propose inverse probability weighted versions of the conditional Kendall’s tau estimators to remove the effects of censoring and provide asymptotic results for the estimators. In simulations, we demonstrate the decrease in bias achieved by these inverse probability weighted estimators. We apply the estimators to the Channing House data set and an AIDS incubation data set.

Keywords: Inverse probability weighting; Left truncation (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167947313004568
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:73:y:2014:i:c:p:16-26

DOI: 10.1016/j.csda.2013.11.018

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().