Abstract
In this paper, we propose a new dimension reduction method by introducing a nominal regression model with the hazard function as the conditional mean, which naturally retrieves information from complete data and censored data as well. Moreover, without requiring the linearity condition, the new method can estimate the entire central subspace consistently and exhaustively. The method also provides an alternative approach for the analysis of censored data assuming neither the link function nor the distribution. Hence, it exhibits superior robustness properties. Numerical studies show that the method can indeed be readily used to efficiently estimate survival models, explore the data structures and identify important variables. © 2010 American Statistical Association.
| Original language | English |
|---|---|
| Pages (from-to) | 278-290 |
| Journal | Journal of the American Statistical Association |
| Volume | 105 |
| Issue number | 489 |
| DOIs | |
| Publication status | Published - Mar 2010 |
| Externally published | Yes |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Research Keywords
- Censored data
- Hazard function
- Linear transformation model
- Nonparametric regression
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