Browse > Article
http://dx.doi.org/10.7465/jkdi.2016.27.5.1253

Comparison of parametric and nonparametric hazard change-point estimators  

Kim, Jaehee (Department of Information and Statistics, Duksung Women's University)
Lee, Sieun (Office of Biostatistics, School of Medicine, Ajou University)
Publication Information
Journal of the Korean Data and Information Science Society / v.27, no.5, 2016 , pp. 1253-1262 More about this Journal
Abstract
When there exists a change-point in hazard function, it should be estimated for exact parameter or hazard estimation. In this research, we compare the hazard change-point estimators. Matthews and Farewell (1982) parametric change-point estimator is based on the likelihood and Zhang et al. (2014) nonparametric estimator is based on the Nelson-Aalen cumulative hazard estimator. Simulation study is done for the data from exponential distribution with one hazard change-point. The simulated data generated without censoring and the data with right censoring are considered. As real data applications, the change-point estimates are computed for leukemia data and primary biliary cirrhosis data.
Keywords
Censored; exponential distribution; hazard rate change-point; survival analysis;
Citations & Related Records
Times Cited By KSCI : 3  (Citation Analysis)
연도 인용수 순위
1 Jeong, K. M. (1998). Nonparametric estimation of hazard rates change-point. The Korean Journal of Applied Statistics, 11, 163-175.
2 Jeong, K. M. and Han, M. H. (1998). Estimation for change-point model of hazard rate. Communications for Statistical Applications and Methods, 5, 477-489.
3 Kim, J. (2009). A change-point estimator with the hazard ratio. Journal of the Korean Statistical Society, 38, 377-382.   DOI
4 Lee, S. and Shim, B. Y. and Kim, J. (2015) Estimation of hazard function and hazard change-point for the rectal cancer data. Journal of the Korean Data & Information Science Society, 26, 1225-1238.   DOI
5 Loader, C. R. (1991). Inference for a hazard rate change point. Biometrika, 78, 749-757.   DOI
6 Luo, X., Turnbull, B. W. and Clark, L. C. (1997). Likelihood ratio tests for a changepoint with survival data. Biometrika, 84, 555-565.   DOI
7 Maller, R. A. and Zhou, X. (1996). Survival Analysis with Long-term Survivors, Wiley, New York.
8 Matthews, D. E. and Farewell, V. T. (1982). On testing for constant hazard against a change-point alternative. Biometrics, 38, 463-468.   DOI
9 Matthews, D. E., Farewell, V. T. and Pyke, R. (1985). Asymptotic score-statistic processes and tests for constant hazard against a change-point alternative. The Annals of Statistics, 13, 583-591.   DOI
10 Nguyen, H. T., Rogers, G. S. and Walker, E. A. (1984). Estimation in change-point hazard rate models. Biometrika, 71, 299-304.   DOI
11 Pham, T. D. and Nguyen, H. T. (1990). Strong consistency of the maximum likelihood estimators in the change-point hazard bate model. Statistics: A Journal of Theoretical and Applied Statistics, 21, 203-216.
12 Yao, Y. C. (1986). Maximum likelihood estimation in hazard rate models with a change-point. Communications in Statistics - Theory and Methods, 15, 2455-2466.   DOI
13 Shin, S. B. and Kim, Y. J. (2014). Statistical analysis of recurrent gap time events with incomplete observation gaps. Journal of the Korean Data & Information Science Society, 25, 327-336.   DOI
14 Williams, M. R. and Kim, D. (2011). Likelihood ratio tests for continuous monotone hazards with an unknown change point. Statistics & Probability Letters, 81, 1599-1603.   DOI
15 Worsley, K. J. (1988). Exact percentage points of the likelihood-ratio test for a change-point hazard-rate model. Biometrics, 44, 259-263.   DOI
16 Gijbels, I. and Gurler, U. (2003). Estimation of a change point in a hazard function based on censored data. Lifetime Data Analysis, 9, 395-411.   DOI
17 Zhang, W., Qian, L. and Li, Y. (2014). Semiparametric sequential testing for multiple change points in piecewise constant hazard functions with long-term survivors. Communications in Statistics - Simulation and Computation, 43, 1685-1699.   DOI
18 Zhao, X. B., Wu, X. Y. and Zhou, X. (2009). A change-point model for survival data with long-term survivors. Statistica Sinica, 19, 377-390.
19 Chang, I. S., Chen, C. H. and Hsiung, C. A. (1994). Estimation in change-point hazard rate models with random censorship. IMS Lecture Notes - Monograph Series, 23, 78-92.
20 Dupuy, J. F. (2006). Estimation in a change-point hazard regression model. Statistics & Probability Letters, 76, 182-190.   DOI
21 Henderson, R. (1990). A problem with the likelihood ratio test for a change-point hazard rate model. Biometrika, 77, 835-843.   DOI
22 Goodman, M. S., Li, Y. and Tiwari, R. C. (2010). Detecting multiple change points in piecewise constant hazard functions. Journal of Applied Statistics, 38, 11, 2523-2532.   DOI