Robust Regression and Stratified Residuals for Left-Truncated and Right-Censored Data

  • Kim, Chul-Ki (Department of Statistics, Ewha Womans University, Seoul 120-750)
  • Published : 1997.09.01

Abstract

Computational algorithms to calculate M-estimators and rank estimators of regression parameters from left-truncated and right-censored data are developed herein. In the case of M-estimators, new statistical methods are also introduced to incorporate leverage assements and concomitant scale estimation in the presence of left truncation and right censoring on the observed response. Furthermore, graphical methods to examine the residuals from these data are presented. Two real data sets are used for illustration.

Keywords

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