Goodness-of-fit tests for a semiparametric model under random double truncation

Carla Moreira (), Jacobo Uña-Álvarez () and Ingrid Keilegom ()

Computational Statistics, 2014, vol. 29, issue 5, 1365-1379

Abstract: Doubly truncated data are commonly encountered in areas like medicine, astronomy, economics, among others. A semiparametric estimator of a doubly truncated random variable may be computed based on a parametric specification of the distribution function of the truncation times. This semiparametric estimator outperforms the nonparametric maximum likelihood estimator when the parametric information is correct, but might behave badly when the assumed parametric model is far off. In this paper we introduce several goodness-of-fit tests for the parametric model. The proposed tests are investigated through simulations. For illustration purposes, the tests are also applied to data on the induction time to acquired immune deficiency syndrome for blood transfusion patients. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Bootstrap; Survival analysis; Truncated data (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s00180-014-0496-z

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