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Article: Method of medians for lifetime data with Weibull models

TitleMethod of medians for lifetime data with Weibull models
Authors
Issue Date1999
PublisherJohn 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?
AbstractThe 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 Identifierhttp://hdl.handle.net/10722/172383
ISSN
2015 Impact Factor: 1.533
2015 SCImago Journal Rankings: 1.811
References

 

DC FieldValueLanguage
dc.contributor.authorHe, Xen_US
dc.contributor.authorFung, WKen_US
dc.date.accessioned2012-10-30T06:22:15Z-
dc.date.available2012-10-30T06:22:15Z-
dc.date.issued1999en_US
dc.identifier.citationStatistics in Medicine, 1999, v. 18 n. 15, p. 1993-2009en_US
dc.identifier.issn0277-6715en_US
dc.identifier.urihttp://hdl.handle.net/10722/172383-
dc.description.abstractThe 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.languageengen_US
dc.publisherJohn Wiley & Sons Ltd. The Journal's web site is located at http://www.interscience.wiley.com/jpages/0277-6715/en_US
dc.relation.ispartofStatistics in Medicineen_US
dc.rightsStatistics in Medicine. Copyright © John Wiley & Sons Ltd.-
dc.subject.meshAgeden_US
dc.subject.meshAged, 80 And Over - Statistics & Numerical Dataen_US
dc.subject.meshAnimalsen_US
dc.subject.meshComputer Simulationen_US
dc.subject.meshConfidence Intervalsen_US
dc.subject.meshHodgkin Disease - Mortality - Therapyen_US
dc.subject.meshHumansen_US
dc.subject.meshLikelihood Functionsen_US
dc.subject.meshMaleen_US
dc.subject.meshMiceen_US
dc.subject.meshModels, Biologicalen_US
dc.subject.meshProportional Hazards Modelsen_US
dc.subject.meshRadiation Injuries, Experimental - Mortalityen_US
dc.titleMethod of medians for lifetime data with Weibull modelsen_US
dc.typeArticleen_US
dc.identifier.emailFung, WK: wingfung@hku.hken_US
dc.identifier.authorityFung, WK=rp00696en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1002/(SICI)1097-0258(19990815)18:15<1993::AID-SIM165>3.0.CO;2-Hen_US
dc.identifier.pmid10440882-
dc.identifier.scopuseid_2-s2.0-0033566872en_US
dc.identifier.hkuros55965-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0033566872&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume18en_US
dc.identifier.issue15en_US
dc.identifier.spage1993en_US
dc.identifier.epage2009en_US
dc.publisher.placeUnited Kingdomen_US
dc.identifier.scopusauthoridHe, X=7404407842en_US
dc.identifier.scopusauthoridFung, WK=13310399400en_US

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