• Title/Summary/Keyword: Censored Data

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Robust Regression for Right-Censored Data

  • Kim, Chul-Ki
    • Journal of Korean Society for Quality Management
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    • v.25 no.2
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    • pp.47-59
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    • 1997
  • In this paper we develop computational algorithms to calculate M-estimators of regression parameters from right-censored data that are naturally collected in quality control. In the case of M-estimators, a new statistical method is also introduced to incorporate concomitant scale estimation in the presence of right censoring on the observed responses. Furthermore, we illustrate this by simulations.

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Cure Rate Model with Clustered Interval Censored Data (군집화된 구간 중도절단자료에 대한 치유율 모형의 적용)

  • Kim, Yang-Jin
    • The Korean Journal of Applied Statistics
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    • v.27 no.1
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    • pp.21-30
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    • 2014
  • Ordinary survival analysis cannot be applied when a significant fraction of patients may be cured. A cure rate model is the combination of cure fraction and survival model and can be applied to several types of cancer. In this article, the cure rate model is considered in the interval censored data with a cluster effect. A shared frailty model is introduced to characterize the cluster effect and an EM algorithm is used to estimate parameters. A simulation study is done to evaluate the performance of estimates. The proposed approach is applied to the smoking cessation study in which the event of interest is a smoking relapse. Several covariates (including intensive care) are evaluated to be effective for both the occurrence of relapse and the smoke quitting duration.

Optimal Sampling Method of Censored Data for Optimizing Preventive Maintenance (예방정비 최적화를 위한 중도절단 자료의 최적 샘플링 방안)

  • Lee, In-Hyun;Oh, Sea-Hwa;Li, Chang-Long;Yang, Dong-In;Lee, Key-Seo
    • Journal of the Korean Society for Railway
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    • v.16 no.3
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    • pp.196-201
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    • 2013
  • As there is no failure data for the entire lifecycle of a product, when analyzing reliability measures based on early failure data only, there may be a significant error between the estimated mean life and the real one, because it can be underestimated, or on the other hand, it can be overestimated when analyzing reliability measures based on a large amount of censored data with the failure data. To resolve the issue, this study proposes an optimal sampling estimation procedure that selects the proportion of censored data to estimate the optimal distribution with the idea that the estimated distribution could be approximated as closely as the real life distribution. This would work if we sampled the optimal proportion on the censored data, because failure data has real intrinsic distribution in any situation. We validate the proposed procedure using an actual example. If the proposed method is applied to the maintenance policy of TWC (Train to Wayside Communication) system, then we can establish the optimal maintenance policy. Thus, we expect that it will be effective for improvement of reliability and cost savings.

A Regression based Unconstraining Demand Method in Revenue Management (수입관리에서 회귀모형 기반 수요 복원 방법)

  • Lee, JaeJune;Lee, Woojoo;Kim, Junghwan
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.467-475
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    • 2015
  • Accurate demand forecasting is a crucial component in revenue management(RM). The booking data of departed flights is used to forecast the demand for future departing flights; however, some booking requests that were denied were omitted in the departed flights data. Denied booking requests can be interpreted as censored in statistics. Thus, unconstraining demand is an important issue to forecast the true demands of future flights. Several unconstraining methods have been introduced and a method based on expectation maximization is considered superior. In this study, we propose a new unconstraining method based on a regression model that can entertain such censored data. Through a simulation study, the performance of the proposed method was evaluated with two representative unconstraining methods widely used in RM.

A concordance test for bivariate interval censored data using a leverage bootstrap (지렛대 붓스트랩을 이용한 이변량 구간 중도 절단 자료의 일치성 검정)

  • Kim, Yang-Jin
    • The Korean Journal of Applied Statistics
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    • v.32 no.5
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    • pp.753-761
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    • 2019
  • A test procedure based on a Kendall's τ statistic is proposed for the association of bivariate interval censored data. In particular, a leverage bootstrap technique is applied to replace unknown failure times and a classical adjustment method is applied for treating tied observations. The suggested method shows desirable results in simulation studies. An AIDS dataset is analyzed with the suggested method.

Modeling Clustered Interval-Censored Failure Time Data with Informative Cluster Size (군집의 크기가 생존시간에 영향을 미치는 군집 구간중도절단된 자료에 대한 준모수적 모형)

  • Kim, Jinheum;Kim, Youn Nam
    • The Korean Journal of Applied Statistics
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    • v.27 no.2
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    • pp.331-343
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    • 2014
  • We propose two estimating procedures to analyze clustered interval-censored data with an informative cluster size based on a marginal model and investigate their asymptotic properties. One is an extension of Cong et al. (2007) to interval-censored data and the other uses the within-cluster resampling method proposed by Hoffman et al. (2001). Simulation results imply that the proposed estimators have a better performance in terms of bias and coverage rate of true value than an estimator with no adjustment of informative cluster size when the cluster size is related with survival time. Finally, they are applied to lymphatic filariasis data adopted from Williamson et al. (2008).

Statistical analysis of parameter estimation of a probabilistic crack initiation model for Alloy 182 weld considering right-censored data and the covariate effect

  • Park, Jae Phil;Park, Chanseok;Oh, Young-Jin;Kim, Ji Hyun;Bahn, Chi Bum
    • Nuclear Engineering and Technology
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    • v.50 no.1
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    • pp.107-115
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    • 2018
  • To ensure the structural integrity of nuclear power plants, it is essential to predict the lifetime of Alloy 182 weld, which is used for welding in nuclear reactors. The lifetime of Alloy 182 weld is directly related to the crack initiation time. Owing to the large time scatter in most crack initiation tests, a probabilistic model, such as the Weibull distribution, has mainly been adopted for prediction. However, since statistically more advanced methods than current typical methods may be applied, we suggest a statistical procedure for parameter estimation of the crack initiation time of Alloy 182 weld, considering right-censored data and the covariate effect. Furthermore, we suggest a procedure for uncertainty evaluation of the estimators based on the bootstrap method. The suggested statistical procedure can be applied not only to Alloy 182 weld but also to any material degradation data set including right-censored data with covariate effect.

A Comparison of Analysis Methods for Work Environment Measurement Databases Including Left-censored Data (불검출 자료를 포함한 작업환경측정 자료의 분석 방법 비교)

  • Park, Ju-Hyun;Choi, Sangjun;Koh, Dong-Hee;Park, Donguk;Sung, Yeji
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.32 no.1
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    • pp.21-30
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    • 2022
  • Objectives: The purpose of this study is to suggest an optimal method by comparing the analysis methods of work environment measurement datasets including left-censored data where one or more measurements are below the limit of detection (LOD). Methods: A computer program was used to generate left-censored datasets for various combinations of censoring rate (1% to 90%) and sample size (30 to 300). For the analysis of the censored data, the simple substitution method (LOD/2), β-substitution method, maximum likelihood estimation (MLE) method, Bayesian method, and regression on order statistics (ROS)were all compared. Each method was used to estimate four parameters of the log-normal distribution: (1) geometric mean (GM), (2) geometric standard deviation (GSD), (3) 95th percentile (X95), and (4) arithmetic mean (AM) for the censored dataset. The performance of each method was evaluated using relative bias and relative root mean squared error (rMSE). Results: In the case of the largest sample size (n=300), when the censoring rate was less than 40%, the relative bias and rMSE were small for all five methods. When the censoring rate was large (70%, 90%), the simple substitution method was inappropriate because the relative bias was the largest, regardless of the sample size. When the sample size was small and the censoring rate was large, the Bayesian method, the β-substitution method, and the MLE method showed the smallest relative bias. Conclusions: The accuracy and precision of all methods tended to increase as the sample size was larger and the censoring rate was smaller. The simple substitution method was inappropriate when the censoring rate was high, and the β-substitution method, MLE method, and Bayesian method can be widely applied.

Testing Log Normality for Randomly Censored Data (임의중도절단자료에 대한 로그정규성 검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.883-891
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    • 2011
  • For survival data we sometimes want to test a log normality hypothesis that can be changed into normality by transforming the survival data. Hence the Shapiro-Wilk type statistic for normality is generalized to randomly censored data based on the Kaplan-Meier product limit estimate of the distribution function. Koziol and Green (1976) derived Cram$\acute{e}$r-von Mises statistic's randomly censored version under the simpl hypothesis. These two test statistics are compared through a simulation study. As for the distribution of censoring variables, we consider Koziol and Green (1976)'s model and other similar models. Through the simulation results, we can see that the power of the proposed statistic is higher than that of Koziol-Green statistic and that the proportion of the censored observations (rather than the distribution of censoring variables) has a strong influence on the power of the proposed statistic.

Parameter estimation for exponential distribution under progressive type I interval censoring (지수 분포를 따르는 점진 제1종 구간 중도절단표본에서 모수 추정)

  • Shin, Hye-Jung;Lee, Kwang-Ho;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.927-934
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    • 2010
  • In this paper, we introduce a method of parameter estimation of progressive Type I interval censored sample and progressive type II censored sample. We propose a new parameter estimation method, that is converting the data which obtained by progressive type I interval censored, those data be used to estimate of the parameter in progressive type II censored sample. We used exponential distribution with unknown scale parameter, the maximum likelihood estimator of the parameter calculates from the two methods. A simulation is conducted to compare two kinds of methods, it is found that the proposed method obtains a better estimate than progressive Type I interval censoring method in terms of mean square error.