**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**31097

##### A Renovated Cook's Distance Based On The Buckley-James Estimate In Censored Regression

**Authors:**
Nazrina Aziz,
Dong Q. Wang

**Abstract:**

There have been various methods created based on the regression ideas to resolve the problem of data set containing censored observations, i.e. the Buckley-James method, Miller-s method, Cox method, and Koul-Susarla-Van Ryzin estimators. Even though comparison studies show the Buckley-James method performs better than some other methods, it is still rarely used by researchers mainly because of the limited diagnostics analysis developed for the Buckley-James method thus far. Therefore, a diagnostic tool for the Buckley-James method is proposed in this paper. It is called the renovated Cook-s Distance, (RD* i ) and has been developed based on the Cook-s idea. The renovated Cook-s Distance (RD* i ) has advantages (depending on the analyst demand) over (i) the change in the fitted value for a single case, DFIT* i as it measures the influence of case i on all n fitted values Yˆ∗ (not just the fitted value for case i as DFIT* i) (ii) the change in the estimate of the coefficient when the ith case is deleted, DBETA* i since DBETA* i corresponds to the number of variables p so it is usually easier to look at a diagnostic measure such as RD* i since information from p variables can be considered simultaneously. Finally, an example using Stanford Heart Transplant data is provided to illustrate the proposed diagnostic tool.

**Keywords:**
censored data,
diagnostic analysis,
Buckley-James estimators,
censored regression,
product-limit estimator,
renovated Cook's Distance

**Digital Object Identifier (DOI):**
doi.org/10.5281/zenodo.1074499

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