Estimation in multiple linear regression model with doubly censored data

In this article, we propose three M-estimators for multiple regression model when response variable is subject to double censoring. The consistency of the proposed M-estimators is established. A simulation study is conducted to investigate the performance of the proposed estimators. Furthermore, the...

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Bibliographic Details
Published inJournal of statistical computation and simulation Vol. 82; no. 4; pp. 503 - 514
Main Author Shen, Pao-sheng
Format Journal Article
LanguageEnglish
Published Abingdon Taylor & Francis 01.04.2012
Taylor & Francis Ltd
Subjects
Bootstrap method
Censorship
Computation
Computer simulation
Consistency
Construction
Estimates
Estimators
Intervals
left-censoring
M-estimators
Regression
Regression analysis
right-censoring
Simulation
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ISSN0094-9655
1563-5163
DOI10.1080/00949655.2010.543681

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Summary:In this article, we propose three M-estimators for multiple regression model when response variable is subject to double censoring. The consistency of the proposed M-estimators is established. A simulation study is conducted to investigate the performance of the proposed estimators. Furthermore, the simple bootstrap methods are used to construct interval estimators.
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ISSN:0094-9655
1563-5163
DOI:10.1080/00949655.2010.543681