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Biometrika 1976 63(3):449-464; doi:10.1093/biomet/63.3.449
© 1976 by Biometrika Trust
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Least squares regression with censored data

RUPERT G. MILLER

Department of Statistics, Stanford University

The analysis for a standard linear regression model is extended to the case of data randomly censored on the right. The slope and intercept estimators are weighted linear combinations of the uncensored observations where the weights are derived from the Kaplan-Meier product-limit estimator of a distribution function. Some distribution theory for the slope estimator is given. For illustration the estimators are applied to the Stanford heart transplant data.

Key Words: Censoring • Heart transplant data • Kaplan-Meier estimator • Linear regression • Product-limit estimator


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