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

Mendel Fygenson and Mai Zhou

Statistics & Probability Letters, 1992, vol. 13, issue 4, 295-299

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)

Keywords: Censored; data; linear; models; least-squares; estimators; stratification (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (2)

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