American Statistical Association
New York City
Metropolitan Area Chapter

Mailman School of Public Health
Columbia University
Department of Biostatistics Colloquium



HIGH-BREAKDOWN POINT REGRESSION ESTIMATORS WITH CENSORED DATA

by

Matias Salibian-Barrera
University of British Columbia


Abstract

Extensions of the classical Least Squares regression estimator to the case of censored responses were first proposed by Miller (1976) and Buckley and James (1979). More recently, Ritov (1990) and Lai and Ying (1994) studied more general M-estimators for censored responses. Unfortunately, these estimators require monotone estimating equations and hence may be affected by high-leverage outliers. We propose an extension of high-breakdown regression estimators to the case of censored responses that can resist the effect of high-leverage atypical observations. In particular, we develop extensions of the LMS, S-, M- and tau-estimators and discuss an algorithm to compute them. Simulation studies show that these estimators have good finite sample properties.


Date: Thursday, May 3, 2007
Time: 4:00 - 5:00 P.M.
Location: Mailman School of Public Health
Department of Biostatistics
722 West 168th Street
Judith Jansen Conference Room (Room 425)
New York, New York

RESERVATIONS ARE NOT REQUIRED

Refreshments will be served at 3:30 P.M. in the
Biostatistics Conference Room (Room 627).


Home Page | Chapter News | Chapter Officers | Chapter Events
Other Metro Area Events | ASA National Home Page | Links To Other Websites

Copyright © 2007 by New York City Metropolitan Area Chapter of the ASA
Designed and maintained by Cynthia Scherer
Send questions or comments to nycasa@mindspring.com