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- Publisher Website: 10.1002/(SICI)1097-0258(19990815)18:15<1993::AID-SIM165>3.0.CO;2-H
- Scopus: eid_2-s2.0-0033566872
- PMID: 10440882
- WOS: WOS:000082046700007
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Article: Method of medians for lifetime data with Weibull models
Title | Method of medians for lifetime data with Weibull models |
---|---|
Authors | |
Issue Date | 1999 |
Publisher | John Wiley & Sons Ltd. The Journal's web site is located at http://www.interscience.wiley.com/jpages/0277-6715/ |
Citation | Statistics in Medicine, 1999, v. 18 n. 15, p. 1993-2009 How to Cite? |
Abstract | The Weibull family of distributions is frequently used in failure time models. The maximum likelihood estimator is very sensitive to occurrence of upper and lower outliers, especially when the hazard function is increasing. We consider the method of medians estimator for the two-parameter Weibull model. As an M-estimator, it has a bounded influence function and is highly robust against outliers. It is easy to compute as it requires solving only one equation instead of a pair of equations as for most other M-estimators. Furthermore, no assumptions or adjustments are needed for the estimator when there are some possibly censored observations at either end of the sample. About 16 per cent of the largest observations and 34 per cent of the smallest observations may be censored without affecting the calculations. We also present a simple criterion to choose between the maximum likelihood estimator and the method of medians estimator to improve on the finite-sample efficiency of the Weibull model. Robust inference on the shape parameter is also considered. The usefulness with contaminated or censored samples is illustrated by examples on three lifetime data sets. A simulation study was carried out to assess the performance of the proposed estimator and the confidence intervals of a variety of contaminated Weibull models. |
Persistent Identifier | http://hdl.handle.net/10722/172383 |
ISSN | 2023 Impact Factor: 1.8 2023 SCImago Journal Rankings: 1.348 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | He, X | en_US |
dc.contributor.author | Fung, WK | en_US |
dc.date.accessioned | 2012-10-30T06:22:15Z | - |
dc.date.available | 2012-10-30T06:22:15Z | - |
dc.date.issued | 1999 | en_US |
dc.identifier.citation | Statistics in Medicine, 1999, v. 18 n. 15, p. 1993-2009 | en_US |
dc.identifier.issn | 0277-6715 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/172383 | - |
dc.description.abstract | The Weibull family of distributions is frequently used in failure time models. The maximum likelihood estimator is very sensitive to occurrence of upper and lower outliers, especially when the hazard function is increasing. We consider the method of medians estimator for the two-parameter Weibull model. As an M-estimator, it has a bounded influence function and is highly robust against outliers. It is easy to compute as it requires solving only one equation instead of a pair of equations as for most other M-estimators. Furthermore, no assumptions or adjustments are needed for the estimator when there are some possibly censored observations at either end of the sample. About 16 per cent of the largest observations and 34 per cent of the smallest observations may be censored without affecting the calculations. We also present a simple criterion to choose between the maximum likelihood estimator and the method of medians estimator to improve on the finite-sample efficiency of the Weibull model. Robust inference on the shape parameter is also considered. The usefulness with contaminated or censored samples is illustrated by examples on three lifetime data sets. A simulation study was carried out to assess the performance of the proposed estimator and the confidence intervals of a variety of contaminated Weibull models. | en_US |
dc.language | eng | en_US |
dc.publisher | John Wiley & Sons Ltd. The Journal's web site is located at http://www.interscience.wiley.com/jpages/0277-6715/ | en_US |
dc.relation.ispartof | Statistics in Medicine | en_US |
dc.rights | Statistics in Medicine. Copyright © John Wiley & Sons Ltd. | - |
dc.subject.mesh | Aged | en_US |
dc.subject.mesh | Aged, 80 And Over - Statistics & Numerical Data | en_US |
dc.subject.mesh | Animals | en_US |
dc.subject.mesh | Computer Simulation | en_US |
dc.subject.mesh | Confidence Intervals | en_US |
dc.subject.mesh | Hodgkin Disease - Mortality - Therapy | en_US |
dc.subject.mesh | Humans | en_US |
dc.subject.mesh | Likelihood Functions | en_US |
dc.subject.mesh | Male | en_US |
dc.subject.mesh | Mice | en_US |
dc.subject.mesh | Models, Biological | en_US |
dc.subject.mesh | Proportional Hazards Models | en_US |
dc.subject.mesh | Radiation Injuries, Experimental - Mortality | en_US |
dc.title | Method of medians for lifetime data with Weibull models | en_US |
dc.type | Article | en_US |
dc.identifier.email | Fung, WK: wingfung@hku.hk | en_US |
dc.identifier.authority | Fung, WK=rp00696 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1002/(SICI)1097-0258(19990815)18:15<1993::AID-SIM165>3.0.CO;2-H | en_US |
dc.identifier.pmid | 10440882 | - |
dc.identifier.scopus | eid_2-s2.0-0033566872 | en_US |
dc.identifier.hkuros | 55965 | - |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0033566872&selection=ref&src=s&origin=recordpage | en_US |
dc.identifier.volume | 18 | en_US |
dc.identifier.issue | 15 | en_US |
dc.identifier.spage | 1993 | en_US |
dc.identifier.epage | 2009 | en_US |
dc.identifier.isi | WOS:000082046700007 | - |
dc.publisher.place | United Kingdom | en_US |
dc.identifier.scopusauthorid | He, X=7404407842 | en_US |
dc.identifier.scopusauthorid | Fung, WK=13310399400 | en_US |
dc.identifier.issnl | 0277-6715 | - |