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- Title
Model averaging for right censored data with measurement error.
- Authors
Liang, Zhongqi; Zhang, Caiya; Xu, Linjun
- Abstract
This paper studies a novel model averaging estimation issue for linear regression models when the responses are right censored and the covariates are measured with error. A novel weighted Mallows-type criterion is proposed for the considered issue by introducing multiple candidate models. The weight vector for model averaging is selected by minimizing the proposed criterion. Under some regularity conditions, the asymptotic optimality of the selected weight vector is established in terms of its ability to achieve the lowest squared loss asymptotically. Simulation results show that the proposed method is superior to the other existing related methods. A real data example is provided to supplement the actual performance.
- Subjects
MEASUREMENT errors; REGRESSION analysis; CENSORSHIP; CENSORING (Statistics)
- Publication
Lifetime Data Analysis, 2024, Vol 30, Issue 2, p501
- ISSN
1380-7870
- Publication type
Article
- DOI
10.1007/s10985-024-09620-3