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A renovated cook’s distance based on the Buckley-James estimate in censored regression


Aziz, Nazrina and Dong, Qian Wang (2009) A renovated cook’s distance based on the Buckley-James estimate in censored regression. In: World Academy of Science, Engineering and Technology, 2009, --. (Unpublished)

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Abstract

There have been various methods created based on the regression ideas to resolve the problem of data set containing censored observations, i.e. the Buckley-James method, Miller’s method, Cox method, and Koul-Susarla-Van Ryzin estimators.Even though comparison studies show the Buckley-James method performs better than some other methods, it is still rarely used by researchers mainly because of the limited diagnostics analysis developed for the Buckley-James method thus far.Therefore, a diagnostic tool for the Buckley-James method is proposed in this paper.It is called the renovated Cook’s Distance, (RD∗ i ) and has been developed based on the Cook’s idea.The renovated Cook’s Distance (RD∗i ) has advantages (depending on the analyst demand) over (i) the change in the fitted value for a single case, DFIT∗i as it measures the influence of case i on all n fitted values ˆY ∗i (not just the fitted value for case i as DFIT∗ i) (ii) the change in the estimate of the coefficient when the ith case is deleted, DBETA∗ i since DBETA∗ i corresponds to the number of variables p so it is usually easier to look at a diagnostic measure such as RD∗i since information from p variables can be considered simultaneously. Finally, an example using Stanford Heart Transplant data is provided to illustrate the proposed diagnostic tool.

Item Type: Conference or Workshop Item (Paper)
Additional Information: Issue 29 May 2009
Uncontrolled Keywords: Buckley-James estimators, censored regression, censored data, diagnostic analysis, product-limit estimator,renovated Cook’s Distance.
Subjects: Q Science > QA Mathematics > QA76 Computer software
Divisions: College of Arts and Sciences
Depositing User: Mrs. Norazmilah Yaakub
Date Deposited: 08 Dec 2013 07:59
Last Modified: 08 Dec 2013 07:59
URI: http://repo.uum.edu.my/id/eprint/9395

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