Estimation efficiency in lifetime regression models when responses are censored or grouped
作者:
Ann Gould,
J. F. Laeless,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1988)
卷期:
Volume 17,
issue 3
页码: 689-712
ISSN:0361-0918
年代: 1988
DOI:10.1080/03610918808812688
出版商: Marcel Dekker, Inc.
关键词: extreme value distribution;lifetime data;linear regression;log Burr distribution;logistic distribution;maximum likelihood estimation
数据来源: Taylor
摘要:
This paper considers lifetime or other regression models in which the response variable may be grouped or censored. We study a particular family that includes logistic and extreme value regression models and find that grouping or censoring often has only a moderately harmful effect on the efficiency of estimation of regression coefficients. On the other hand, the effects are drastic with regard to attempts to discriminate among alternative regression error distributions. Practical consequences of the results are discussed
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