• The Korean Journal of Applied Statistics
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• v.34 no.6
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• pp.957-968
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• 2021

Inverse censoring probability weighting (ICPW) is a popular technique in survival data analysis. In applications of the ICPW technique such as the censored regression, it is crucial to accurately estimate the censoring probability. A simulation study is undertaken in this article to see how censoring probability estimate influences model performance in censored regression using the ICPW scheme. We compare three censoring probability estimators, including Kaplan-Meier (KM) estimator, Cox proportional hazard model estimator, and local KM estimator. For the local KM estimator, we propose to reduce the predictor dimension to avoid the curse of dimensionality and consider two popular dimension reduction tools: principal component analysis and sliced inverse regression. Finally, we found that the Cox proportional hazard model estimator shows the best performance as a censoring probability estimator in both mean and median censored regressions.

• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.35-47
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• 2022

The receiver operating characteristic (ROC) curve was developed to quantify the classification ability of marker values (covariates) on the response variable and has been extended to survival data with diverse missing data structure. When survival data is understood as binary data (status of being alive or dead) at each time point, the ROC curve expressed at every time point results in time-dependent ROC curve and time-dependent area under curve (AUC). In particular, a follow-up study brings the change of cohort and incomplete data structures such as censoring and competing risk. In this paper, we review time-dependent ROC estimators under several contexts and perform simulation to check the performance of each estimators. We analyzed a dementia dataset to compare the prognostic power of markers.