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National Institute of Environmental Health Sciences

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Publication Detail

Title: Inverse regression estimation for censored data.

Authors: Nadkarni, Nivedita V; Zhao, Yingqi; Kosorok, Michael R

Published In J Am Stat Assoc, (2011 Mar 1)

Abstract: An inverse regression methodology for assessing predictor performance in the censored data setup is developed along with inference procedures and a computational algorithm. The technique developed here allows for conditioning on the unobserved failure time along with a weighting mechanism that accounts for the censoring. The implementation is nonparametric and computationally fast. This provides an efficient methodological tool that can be used especially in cases where the usual modeling assumptions are not applicable to the data under consideration. It can also be a good diagnostic tool that can be used in the model selection process. We have provided theoretical justification of consistency and asymptotic normality of the methodology. Simulation studies and two data analyses are provided to illustrate the practical utility of the procedure.

PubMed ID: 21666842 Exiting the NIEHS site

MeSH Terms: No MeSH terms associated with this publication

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