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Analysis of Gamma and Weibull lifetime data under a general censoring scheme and in the presence of covariates

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  • Nathan Bennett
  • Srikanth K. Iyer
  • S. Rao Jammalamadaka

Abstract

We consider the problem of estimating the lifetime distributions of survival times subject to a general censoring scheme called “middle censoring”. The lifetimes are assumed to follow a parametric family of distributions, such as the Gamma or Weibull distributions, and is applied to cases when the lifetimes come with covariates affecting them. For any individual in the sample, there is an independent, random, censoring interval. We will observe the actual lifetime if the lifetime falls outside of this censoring interval, otherwise we only observe the interval of censoring. This censoring mechanism, which includes both right- and left-censoring, has been called “middle censoring” (see Jammalamadaka and Mangalam, 2003). Maximum-likelihood estimation of the parameters as well as their large-sample properties are studied under this censoring scheme, including the case when covariates are available. We conclude with an application to a dataset from Environmental Economics dealing with ContingentValuation of natural resources.

Suggested Citation

  • Nathan Bennett & Srikanth K. Iyer & S. Rao Jammalamadaka, 2017. "Analysis of Gamma and Weibull lifetime data under a general censoring scheme and in the presence of covariates," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(5), pages 2277-2289, March.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2277-2289
    DOI: 10.1080/03610926.2015.1041981
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    Cited by:

    1. P. G. Sankaran & S. Prasad, 2017. "An Additive Risks Regression Model For Middle-Censored Lifetime Data," Statistics in Transition New Series, Polish Statistical Association, vol. 18(3), pages 459-479, September.

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