Robust Regression Analysis of Longitudinal Data under Censoring
DOI:
https://doi.org/10.17713/ajs.v46i3-4.666Abstract
We consider regression analysis of longitudinal data when the temporal correlation is modeled by an autoregressive process. Robust R estimators of regression and autoregressive parameters are obtained. Our estimators are valid under censoring caused by detection limits. Efficient computation of the estimators is discussed. Theoretical and simulation studies of the estimators are presented. We analyze a real data set on air pollution using our methodology.References
Aalen O.O. (1989). ``A Linear Regression Model for the Analysis of
Lifetimes.'' Statistics in Medicine, 8, 907--925.
Datta S. and Beck J.D. (2014). ``Robust Estimation of Marginal Regression Parameters in Clustered Data.'' Statistical Modelling, 14, 489--501.
Datta S. and Satten G.A. (2002). ``Estimation of Integrated Transition Hazards and Stage Occupation Probabilities for Non-Markov Systems under Stage Dependent Censoring.'' Biometrics, 58, 792--802.
Hettmansperger T.P. and McKean J.W. (2011). Robust Nonparametric Statistical Methods, 2nd ed.. New York: Chapman & Hall.
Toonkel L.E. (1981). Appendix to Environmental Measurements Laboratory Environmental Report, New York: U.S. Department of Energy (available from the National Technical Information Service, U.S. Department of Commerce, Springfield, VA).
Vasudaven M. and Nair M.G. and Sithole M.M. (1996). ``On Estimation for Censored Autoregressive Data.'' Statistics & Probability Letters, 31, 97--105.
Zeger S.L. and Brookmeyer R. (1986). ``Regression Analsis with Censored Autocorrelated Data.'' Journal of the American Statistical Association, 81, 722--729.
Downloads
Published
How to Cite
Issue
Section
License
The Austrian Journal of Statistics publish open access articles under the terms of the Creative Commons Attribution (CC BY) License.
The Creative Commons Attribution License (CC-BY) allows users to copy, distribute and transmit an article, adapt the article and make commercial use of the article. The CC BY license permits commercial and non-commercial re-use of an open access article, as long as the author is properly attributed.
Copyright on any research article published by the Austrian Journal of Statistics is retained by the author(s). Authors grant the Austrian Journal of Statistics a license to publish the article and identify itself as the original publisher. Authors also grant any third party the right to use the article freely as long as its original authors, citation details and publisher are identified.
Manuscripts should be unpublished and not be under consideration for publication elsewhere. By submitting an article, the author(s) certify that the article is their original work, that they have the right to submit the article for publication, and that they can grant the above license.