Full and conditional likelihood approaches for hazard change-point estimation with truncated and censored data

Date
2011-04-27
Authors
Gürler, Ü.
Yenigün, C. D.
Advisor
Instructor
Source Title
Computational Statistics and Data Analysis
Print ISSN
0167-9473
Electronic ISSN
1872-7352
Publisher
Elsevier
Volume
55
Issue
10
Pages
2856 - 2870
Language
English
Type
Article
Journal Title
Journal ISSN
Volume Title
Abstract

Hazard function plays an important role in reliability and survival analysis. In some real life applications, abrupt changes in the hazard function may be observed and it is of interest to detect the location and the size of the change. Hazard models with a changepoint are considered when the observations are subject to random left truncation and right censoring. For a piecewise constant hazard function with a single change-point, two estimation methods based on the maximum likelihood ideas are considered. The first method assumes parametric families of distributions for the censoring and truncation variables, whereas the second one is based on conditional likelihood approaches. A simulation study is carried out to illustrate the performances of the proposed estimators. The results indicate that the fully parametric method performs better especially for estimating the size of the change, however the difference between the two methods vanish as the sample size increases. It is also observed that the full likelihood approach is not robust to model misspecification.

Course
Other identifiers
Book Title
Keywords
Hazard function, Change-point, Conditional likelihood, Left truncated right censored data
Citation
Published Version (Please cite this version)