Journal article
Least absolute deviations estimation for the accelerated failure time model
Statistica Sinica, Vol.17(4), pp.1533-1548
10/01/2007
Abstract
The accelerated failure time (AFT) model assumes a linear relationship between event time and covariates. We propose a robust weighted least-absolute-deviations (LAD) method for estimation in the AFT model with right-censored data. This method uses the Kaplan-Meier weights in the LAD objective function to account for censoring. We show that the proposed estimator is root-n consistent and asymptotically normal under appropriate assumptions. It can also be easily computed using existing software, which makes it especially useful for data with medium to high dimensional covariates. The proposed method is evaluated using simulations and demonstrated on two clinical data sets.
Details
- Title: Subtitle
- Least absolute deviations estimation for the accelerated failure time model
- Creators
- Jian HuangShuangge MaHuiliang Xie
- Resource Type
- Journal article
- Publication Details
- Statistica Sinica, Vol.17(4), pp.1533-1548
- Publisher
- STATISTICA SINICA
- ISSN
- 1017-0405
- eISSN
- 1996-8507
- Number of pages
- 16
- Language
- English
- Date published
- 10/01/2007
- Academic Unit
- Statistics and Actuarial Science
- Record Identifier
- 9984257747902771
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