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Simulations on the Theil-Sen regression estimator with right-censored data

✍ Scribed by Rand R. Wilcox

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 262 KB
Volume: 39
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00022-4

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✦ Synopsis

This note compares the small-sample efficiency of the extended Theil-Sen estimator to the modified Buckley-James estimator when the predictor is random. Included are situations where the error term is heteroscedastic. In terms of their standard errors, the extended Theil-Sen estimator is found to offer a substantial advantage in various situations, while the modified Buckley-James estimator never offers an advantage when there is 20% or 50% censoring. (~

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