Robust estimation in accelerated failure time models

被引:0
|
作者
Sanjoy K. Sinha
机构
[1] Carleton University,School of Mathematics and Statistics
来源
Lifetime Data Analysis | 2019年 / 25卷
关键词
Failure time model; Hazard function; Outliers; Robust estimation; Survival data;
D O I
暂无
中图分类号
学科分类号
摘要
The accelerated failure time model is widely used for analyzing censored survival times often observed in clinical studies. It is well-known that the ordinary maximum likelihood estimators of the parameters in the accelerated failure time model are generally sensitive to potential outliers or small deviations from the underlying distributional assumptions. In this paper, we propose and explore a robust method for fitting the accelerated failure time model to survival data by bounding the influence of outliers in both the outcome variable and associated covariates. We also develop a sandwich-type variance–covariance function for approximating the variances of the proposed robust estimators. The finite-sample properties of the estimators are investigated based on empirical results from an extensive simulation study. An application is provided using actual data from a clinical study of primary breast cancer patients.
引用
收藏
页码:52 / 78
页数:26
相关论文
共 50 条
  • [1] Robust estimation in accelerated failure time models
    Sinha, Sanjoy K.
    [J]. LIFETIME DATA ANALYSIS, 2019, 25 (01) : 52 - 78
  • [2] Robust estimation and variable selection for the accelerated failure time model
    Li, Yi
    Liang, Muxuan
    Mao, Lu
    Wang, Sijian
    [J]. STATISTICS IN MEDICINE, 2021, 40 (20) : 4473 - 4491
  • [3] Robust accelerated failure time regression
    Locatelli, Isabella
    Marazzi, Alfio
    Yohai, Victor J.
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2011, 55 (01) : 874 - 887
  • [4] Comparison of variance estimation methods in semiparametric accelerated failure time models for multivariate failure time data
    Kim, Kyuhyun
    Ko, Jungyeol
    Kang, Sangwook
    [J]. JAPANESE JOURNAL OF STATISTICS AND DATA SCIENCE, 2021, 4 (02) : 1179 - 1202
  • [5] Comparison of variance estimation methods in semiparametric accelerated failure time models for multivariate failure time data
    Kyuhyun Kim
    Jungyeol Ko
    Sangwook Kang
    [J]. Japanese Journal of Statistics and Data Science, 2021, 4 : 1179 - 1202
  • [6] Robust Smoothed Rank Estimation Methods for Accelerated Failure Time Model Allowing Clusters
    Luo, Ji
    Li, Haifen
    Zhang, Jiajia
    [J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2016, 45 (06) : 1865 - 1884
  • [7] On estimation for accelerated failure time models with small or rare event survival data
    Tasneem Fatima Alam
    M. Shafiqur Rahman
    Wasimul Bari
    [J]. BMC Medical Research Methodology, 22
  • [8] On estimation for accelerated failure time models with small or rare event survival data
    Alam, Tasneem Fatima
    Rahman, M. Shafiqur
    Bari, Wasimul
    [J]. BMC MEDICAL RESEARCH METHODOLOGY, 2022, 22 (01)
  • [9] Accelerated failure time models: A review
    Dupuy, Jean-François
    [J]. International Journal of Performability Engineering, 2014, 10 (01) : 23 - 29
  • [10] Recent Advances in Robust Design for Accelerated Failure Time Models with Type I Censoring
    Rivas-Lopez, Maria J.
    Martin-Martin, Raul
    Garcia-Camacha Gutierrez, Irene
    [J]. MATHEMATICS, 2022, 10 (03)