- Adaptive Robust Regression for Censored Data
- Adaptive Robust Regression for Censored Data
- ㆍ 저자명
- 김철기,Kim. Chul-Ki
- ㆍ 간행물명
- 品質經營學會誌
- ㆍ 권/호정보
- 1999년|27권 2호|pp.112-125 (14 pages)
- ㆍ 발행정보
- 한국품질경영학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
In a robust regression model, it is typically assumed that the errors are normally distributed. However, what if the error distribution is deviated from the normality and the response variables are not completely observable due to censoring? For complete data, Kim and Lai(1998) suggested a new adaptive M-estimator with an asymptotically efficient score function. The adaptive M-estimator is based on using B-splines to estimate the score function and simple cross validation to determine the knots of the B-splines, which are a modified version of Kun( 1992). We herein extend this method to right-censored data and study how well the adaptive M-estimator performs for various error distributions and censoring rates. Some impressive simulation results are shown.