Nazrina Aziz and Dong Q. Wang
A Renovated Cook&039;s Distance Based On The BuckleyJames Estimate In Censored Regression
328 - 333
2009
3
5
International Journal of Mathematical and Computational Sciences
https://publications.waset.org/pdf/10044
https://publications.waset.org/vol/29
World Academy of Science, Engineering and Technology
There have been various methods created based on the regression ideas to resolve the problem of data set containing censored observations, i.e. the BuckleyJames method, Millers method, Cox method, and KoulSusarlaVan Ryzin estimators. Even though comparison studies show the BuckleyJames method performs better than some other methods, it is still rarely used by researchers mainly because of the limited diagnostics analysis developed for the BuckleyJames method thus far. Therefore, a diagnostic tool for the BuckleyJames method is proposed in this paper. It is called the renovated Cooks Distance, (RD i ) and has been developed based on the Cooks idea. The renovated Cooks 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 Y&circ;&lowast; (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.
Open Science Index 29, 2009