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A Comparison of Estimators for Regression with a Censored Response Variable

Glenn Heller and Jeffrey S. Simonoff
Biometrika
Vol. 77, No. 3 (Sep., 1990), pp. 515-520
Published by: Oxford University Press on behalf of Biometrika Trust
DOI: 10.2307/2336989
Stable URL: http://www.jstor.org/stable/2336989
Page Count: 6
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A Comparison of Estimators for Regression with a Censored Response Variable
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Abstract

Several methods of estimating parameters in a linear regression when the response variable is censored are compared. The estimator of Buckley & James (1979) is preferred. Further, it is shown that the strength of the regression, the support and distribution of the censoring variable, and the magnitude of the slope all have an effect on the relative performance of the estimators.

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