Assessing influence in regression analysis with censored data
Document Type
Article
Publication Date
7-8-1992
Abstract
In this paper we show how to evaluate the effect that perturbations to the model, data, or case weights have on maximum likelihood estimates from censored survival data. The ideas and methods also apply to other nonlinear estimation problems. We review the ideas behind using log-likelihood displacement and local influence methods. We describe new interpretations for some local influence statistics and show how these statistics extend and complement traditional case deletion influence statistics for linear least squares. These statistics identify individual and combinations of cases that have important influence on estimates of parameters and functions of these parameters. We illustrate the methods by reanalyzing the Stanford Heart Transplant data with a parametric regression model.
Publication Source (Journal or Book title)
Biometrics
First Page
507
Last Page
528
Recommended Citation
Escobar, L., & Meeker, W. (1992). Assessing influence in regression analysis with censored data. Biometrics, 48 (2), 507-528. https://doi.org/10.2307/2532306