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Locatelli, I.; Marazzi, A.; Yohai, V.J. "Robust accelerated failure time regression" (2011) Computational Statistics and Data Analysis. 55(1):874-887
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Abstract:

Robust estimators for accelerated failure time models with asymmetric (or symmetric) error distribution and censored observations are proposed. It is assumed that the error model belongs to a log-location-scale family of distributions and that the mean response is the parameter of interest. Since scale is a main component of mean, scale is not treated as a nuisance parameter. A three steps procedure is proposed. In the first step, an initial high breakdown point S estimate is computed. In the second step, observations that are unlikely under the estimated model are rejected or down weighted. Finally, a weighted maximum likelihood estimate is computed. To define the estimates, functions of censored residuals are replaced by their estimated conditional expectation given that the response is larger than the observed censored value. The rejection rule in the second step is based on an adaptive cut-off that, asymptotically, does not reject any observation when the data are generated according to the model. Therefore, the final estimate attains full efficiency at the model, with respect to the maximum likelihood estimate, while maintaining the breakdown point of the initial estimator. Asymptotic results are provided. The new procedure is evaluated with the help of Monte Carlo simulations. Two examples with real data are discussed. © 2010 Elsevier B.V. All rights reserved.

Registro:

Documento: Artículo
Título:Robust accelerated failure time regression
Autor:Locatelli, I.; Marazzi, A.; Yohai, V.J.
Filiación:Institute for Social and Preventive Medicine, Centre Hospitalier Universitaire Vaudois, University of Lausanne, Route de la Corniche 2, CH 1006 Epalinges, Switzerland
Departamento de Matematicas, Facultad de Ciencias Exactas y Naturales, University of Buenos Aires and CONICET, Argentina
Palabras clave:Accelerated failure time models; Censoring; Robust regression; Intelligent systems; Maximum likelihood; Monte Carlo methods; Accelerated failure time models; Censored observations; Censoring; Conditional expectation; High breakdown point; Location-scale families; Maximum likelihood estimate; Robust regressions; Maximum likelihood estimation
Año:2011
Volumen:55
Número:1
Página de inicio:874
Página de fin:887
DOI: http://dx.doi.org/10.1016/j.csda.2010.07.017
Título revista:Computational Statistics and Data Analysis
Título revista abreviado:Comput. Stat. Data Anal.
ISSN:01679473
CODEN:CSDAD
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01679473_v55_n1_p874_Locatelli

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Citas:

---------- APA ----------
Locatelli, I., Marazzi, A. & Yohai, V.J. (2011) . Robust accelerated failure time regression. Computational Statistics and Data Analysis, 55(1), 874-887.
http://dx.doi.org/10.1016/j.csda.2010.07.017
---------- CHICAGO ----------
Locatelli, I., Marazzi, A., Yohai, V.J. "Robust accelerated failure time regression" . Computational Statistics and Data Analysis 55, no. 1 (2011) : 874-887.
http://dx.doi.org/10.1016/j.csda.2010.07.017
---------- MLA ----------
Locatelli, I., Marazzi, A., Yohai, V.J. "Robust accelerated failure time regression" . Computational Statistics and Data Analysis, vol. 55, no. 1, 2011, pp. 874-887.
http://dx.doi.org/10.1016/j.csda.2010.07.017
---------- VANCOUVER ----------
Locatelli, I., Marazzi, A., Yohai, V.J. Robust accelerated failure time regression. Comput. Stat. Data Anal. 2011;55(1):874-887.
http://dx.doi.org/10.1016/j.csda.2010.07.017