APPLICATION OF IMPUTATION TO AN ESTIMATION PROBLEM IN GROUPED LIFETIME ANALYSIS.

Martin A. Tanner*, Wing Hung Wong

*Corresponding author for this work

Research output: Contribution to specialist publicationArticle

28 Scopus citations

Abstract

M. A. Tanner and W. H. Wong have introduced the data augmentation algorithm for the analysis of parametric missing data problems. In this article, this paradigm is used to develop an algorithm for the nonparametric estimation of the hazard function from grouped and censored lifetime data. This algorithm makes use of the notions of crosss-validation and multiple imputation to prescribe the appropriate degree of smoothing for the nonparametric hazard estimate. A procedure for estimating the variance of the estimator is also proposed. The nonparametric hazard estimate and corresponding variance formula are shown to perform well in a simulation study. The algorithm is illustrated with a numerical example. (Edited author abstract

Original languageEnglish (US)
Pages23-32
Number of pages10
Volume29
No1
Specialist publicationTechnometrics
DOIs
StatePublished - Jan 1 1987

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics

Fingerprint Dive into the research topics of 'APPLICATION OF IMPUTATION TO AN ESTIMATION PROBLEM IN GROUPED LIFETIME ANALYSIS.'. Together they form a unique fingerprint.

  • Cite this