IDEAS home Printed from https://ideas.repec.org/a/bla/scjsta/v33y2006i3p409-434.html
   My bibliography  Save this article

Comparison of Regression Curves with Censored Responses

Author

Listed:
  • JUAN CARLOS PARDO‐FERNÁNDEZ
  • INGRID VAN KEILEGOM

Abstract

. In this article, we introduce a procedure to test the equality of regression functions when the response variables are censored. The test is based on a comparison of Kaplan–Meier estimators of the distribution of the censored residuals. Kolmogorov–Smirnov‐ and Cramér–von Mises‐type statistics are considered. Some asymptotic results are proved: weak convergence of the process of interest, convergence of the test statistics and behaviour of the process under local alternatives. We also describe a bootstrap procedure in order to approximate the critical values of the test. A simulation study and an application to a real data set conclude the paper.

Suggested Citation

  • Juan Carlos Pardo‐Fernández & Ingrid Van Keilegom, 2006. "Comparison of Regression Curves with Censored Responses," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(3), pages 409-434, September.
    • Handle: RePEc:bla:scjsta:v:33:y:2006:i:3:p:409-434
    DOI: 10.1111/j.1467-9469.2006.00508.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9469.2006.00508.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9469.2006.00508.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Mercedes Conde‐Amboage & Ingrid Van Keilegom & Wenceslao González‐Manteiga, 2021. "A new lack‐of‐fit test for quantile regression with censored data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 655-688, June.
    2. de Uña Álvarez, Jacobo & Roca Pardiñas, Javier, 2009. "Additive models in censored regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3490-3501, July.
    3. Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
    4. Sujica, Aleksandar & Van Keilegom, Ingrid, 2018. "The copula-graphic estimator in censored nonparametric location-scale regression models," Econometrics and Statistics, Elsevier, vol. 7(C), pages 89-114.
    5. Cédric Heuchenne & Juan Pardo-Fernández, 2012. "Testing for one-sided alternatives in nonparametric censored regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 498-518, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:33:y:2006:i:3:p:409-434. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.