• Title/Summary/Keyword: Censored Data

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Goodness of Fit Tests of Cox's Proportional Hazards Model

  • Song, Hae-Hiang;Lee, Sun-Ho
    • Journal of the Korean Statistical Society
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    • v.23 no.2
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    • pp.379-402
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    • 1994
  • Graphical and numerical methods for checking the assumption of proportional hazards of Cox model for censored survival data are discussed. The strenths and weaknessess of several goodness of fit tests for the propotional hazards for the two-sample problem are evaluated with Monte Carlo simulations, and the tests of Schoenfeld (1980), Andersen (1982), Wei (1984), and Gill and Schumacher (1987) are considered. The goodness of fit methods are illustrated with the survival data of patients who had chronic liver disease and had been treated with the endoscopy injection sclerotheraphy. Two other examples of data known to have nonpropotional hazards are also used in the illustration.

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Optimum Simple Step-Stress Accelerated Life Tests Under Periodic Observation

  • Bai, Do-Sun;Kim, Myung-Soo;Lee, Sang-Hyuk
    • Journal of the Korean Statistical Society
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    • v.18 no.2
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    • pp.125-134
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    • 1989
  • This paper presents optimum simple step-stress accelerated life test plans for the case where the test process is observed periodically at intervals of the same length. Two types of failure data, periodically observed complete data and periodically observed censored data, are considered. An exponential life distribution with a mean that is a log-linear function of stress, and a cumulative exposure model for the effect of changing stress are assumed. For each type of data, the optimum test plan which minimizes the asymptotic variance of the maximum likelihood estimator of the mean life at a design stress is obtained and its behaviors are studied.

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Estimation of entropy of the inverse weibull distribution under generalized progressive hybrid censored data

  • Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.3
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    • pp.659-668
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    • 2017
  • The inverse Weibull distribution (IWD) can be readily applied to a wide range of situations including applications in medicines, reliability and ecology. It is generally known that the lifetimes of test items may not be recorded exactly. In this paper, therefore, we consider the maximum likelihood estimation (MLE) and Bayes estimation of the entropy of a IWD under generalized progressive hybrid censoring (GPHC) scheme. It is observed that the MLE of the entropy cannot be obtained in closed form, so we have to solve two non-linear equations simultaneously. Further, the Bayes estimators for the entropy of IWD based on squared error loss function (SELF), precautionary loss function (PLF), and linex loss function (LLF) are derived. Since the Bayes estimators cannot be obtained in closed form, we derive the Bayes estimates by revoking the Tierney and Kadane approximate method. We carried out Monte Carlo simulations to compare the classical and Bayes estimators. In addition, two real data sets based on GPHC scheme have been also analysed for illustrative purposes.

Statistical Analysis of Bivariate Recurrent Event Data with Incomplete Observation Gaps

  • Kim, Yang-Jin
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.283-290
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    • 2013
  • Subjects can experience two types of recurrent events in a longitudinal study. In addition, there may exist intermittent dropouts that results in repeated observation gaps during which no recurrent events are observed. Therefore, theses periods are regarded as non-risk status. In this paper, we consider a special case where information on the observation gap is incomplete, that is, the termination time of observation gap is not available while the starting time is known. For a statistical inference, incomplete termination time is incorporated in terms of interval-censored data and estimated with two approaches. A shared frailty effect is also employed for the association between two recurrent events. An EM algorithm is applied to recover unknown termination times as well as frailty effect. We apply the suggested method to young drivers' convictions data with several suspensions.

A Comparison of Estimation Methods for Weibull Distribution and Type I Censoring (와이블 분포와 정시중단 하에서의 MLE와 LSE의 정확도 비교)

  • Kim, Seong-Il;Park, Min-Yong;Park, Jung-Won
    • Journal of Korean Society for Quality Management
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    • v.38 no.4
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    • pp.480-490
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    • 2010
  • In this paper, two estimation methods(least square estimation and maximum likelihood estimation) were compared for Weibull distribution and Type I censoring. Data obtained by Monte Carlo simulation were analyzed using two estimation methods and analysis results were compared by MSE(Mean Squared Error). Comparison results show that maximum likelihood estimator is better for censored data and complete data with more than 30 samples and least square estimator is better for small size complete data(less than and equal to 20 samples).

Testing Exponentiality Based on EDF Statistics for Randomly Censored Data when the Scale Parameter is Unknown (척도모수가 미지인 임의중도절단자료의 EDF 통계량을 이용한 지수 검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
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    • v.25 no.2
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    • pp.311-319
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    • 2012
  • The simplest and the most important distribution in survival analysis is exponential distribution. Koziol and Green (1976) derived Cram$\acute{e}$r-von Mises statistic's randomly censored version based on the Kaplan-Meier product limit estimate of the distribution function; however, it could not be practical for a real data set since the statistic is for testing a simple goodness of fit hypothesis. We generalized it to the composite hypothesis for exponentiality with an unknown scale parameter. We also considered the classical Kolmogorov-Smirnov statistic and generalized it by the exact same way. The two statistics are compared through a simulation study. As a result, we can see that the generalized Koziol-Green statistic has better power in most of the alternative distributions considered.

Methods on Recognition and Recovery Process of Censored Areas in Digital Image (디지털영상의 특정영역 인식과 처리 방안)

  • 김감래;김욱남;김훈정
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.20 no.1
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    • pp.1-11
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    • 2002
  • This study set up a purpose in the efficient utilization of security target objects. This purpose is the following: Firstly, this study analyzed problem about deleted areas for security described on aerial photography image. Secondly, this study made clustering and labeling to recognize censored areas of image. Finally, this study tried to maximize various utilizability of digital image data through postprocessing algorithm. Based on these courses, the results of this study appeared that brightness value of image increased depending on topography and quantities of topographic features. It was estimated that these was able to utilized by useful estimative data in judging information of topography and topographic features included in the total image. Besides, in the image recognition and postprocessing, the better result value was not elicited than in a mountainous region. Because it was included that a lots of topography and topographic features was similarly recognized with the process for deletion of the existing security target objects in urban and suburb region. This result appeared that the topography and quantities of topographic features absolutely affected the recognition and processing of image.

Frequency analysis for annual maximum of daily snow accumulations using conditional joint probability distribution (적설 자료의 빈도해석을 위한 확률밀도함수 개선 연구)

  • Park, Heeseong;Chung, Gunhui
    • Journal of Korea Water Resources Association
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    • v.52 no.9
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    • pp.627-635
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    • 2019
  • In Korea, snow damage has been happened in the region with no snowfalls in history. Also, casual damage was caused by heavy snow. Therefore, policy about the Natural Disaster Reduction Comprehensive Plan has been changed to include the mitigation measures of snow damage. However, since heavy snow damage was not frequent, studies on snowfall have not been conducted in different points. The characteristics of snow data commonly are not same to the rainfall data. For example, some parts of the southern coastal areas are snowless during the year, so there is often no values or zero values among the annual maximum daily snow accumulation. The characteristics of this type of data is similar to the censored data. Indeed, Busan observation sites have more than 36% of no data or zero data. Despite of the different characteristics, the frequency analysis for snow data has been implemented according to the procedures for rainfall data. The frequency analysis could be implemented in both way to include the zero data or exclude the zero data. The fitness of both results would not be high enough to represent the real data shape. Therefore, in this study, a methodology for selecting a probability density function was suggested considering the characteristics of snow data in Korea. A method to select probability density function using conditional joint probability distribution was proposed. As a result, fitness from the proposed method was higher than the conventional methods. This shows that the conventional methods (includes 0 or excludes 0) overestimated snow depth. The results of this study can affect the design standards of buildings and also contribute to the establishment of measures to reduce snow damage.

Bayesian Variable Selection in the Proportional Hazard Model with Application to DNA Microarray Data

  • Lee, Kyeon-Eun;Mallick, Bani K.
    • Proceedings of the Korean Society for Bioinformatics Conference
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    • 2005.09a
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    • pp.357-360
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    • 2005
  • In this paper we consider the well-known semiparametric proportional hazards (PH) models for survival analysis. These models are usually used with few covariates and many observations (subjects). But, for a typical setting of gene expression data from DNA microarray, we need to consider the case where the number of covariates p exceeds the number of samples n. For a given vector of response values which are times to event (death or censored times) and p gene expressions (covariates), we address the issue of how to reduce the dimension by selecting the significant genes. This approach enable us to estimate the survival curve when n < < p. In our approach, rather than fixing the number of selected genes, we will assign a prior distribution to this number. The approach creates additional flexibility by allowing the imposition of constraints, such as bounding the dimension via a prior, which in effect works as a penalty. To implement our methodology, we use a Markov Chain Monte Carlo (MCMC) method. We demonstrate the use of the methodology to diffuse large B-cell lymphoma (DLBCL) complementary DNA(cDNA) data.

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Random Effects Models for Multivariate Survival Data: Hierarchical-Likelihood Approach

  • Ha Il Do;Lee Youngjo;Song Jae-Kee
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.193-200
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    • 2000
  • Modelling the dependence via random effects in censored multivariate survival data has recently received considerable attention in the biomedical literature. The random effects models model not only the conditional survival times but also the conditional hazard rate. Systematic likelihood inference for the models with random effects is possible using Lee and Nelder's (1996) hierarchical-likelihood (h-likelihood). The purpose of this presentation is to introduce Ha et al.'s (2000a,b) inferential methods for the random effects models via the h-likelihood, which provide a conceptually simple, numerically efficient and reliable inferential procedures.

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