학술논문

Modified Local Linear Estimators in Partially Linear Additive Models with Right-Censored Data Based on Different Censorship Solution Techniques.
Document Type
Article
Source
Entropy. Sep2023, Vol. 25 Issue 9, p1307. 22p.
Subject
*CENSORSHIP
*DATA modeling
*SMOOTHNESS of functions
*CENSORING (Statistics)
*NONPARAMETRIC estimation
Language
ISSN
1099-4300
Abstract
This paper introduces a modified local linear estimator (LLR) for partially linear additive models (PLAM) when the response variable is subject to random right-censoring. In the case of modeling right-censored data, PLAM offers a more flexible and realistic approach to the estimation procedure by involving multiple parametric and nonparametric components. This differs from the widely used partially linear models that feature a univariate nonparametric function. The LLR method is employed to estimate unknown smooth functions using a modified backfitting algorithm, delivering a non-iterative solution for the right-censored PLAM. To address the censorship issue, three approaches are employed: synthetic data transformation (ST), Kaplan–Meier weights (KMW), and the kNN imputation technique (kNNI). Asymptotic properties of the modified backfitting estimators are detailed for both ST and KMW solutions. The advantages and disadvantages of these methods are discussed both theoretically and practically. Comprehensive simulation studies and real-world data examples are conducted to assess the performance of the introduced estimators. The results indicate that LLR performs well with both KMW and kNNI in the majority of scenarios, along with a real data example. [ABSTRACT FROM AUTHOR]