A nonparametric model-based estimator for the cumulative distribution function of a right censored variable in a finite population

Casanova, Sandrine and Leconte, Eve (2014) A nonparametric model-based estimator for the cumulative distribution function of a right censored variable in a finite population. TSE Working Paper, n. 14-487

WarningThere is a more recent version of this item available.
[img]
Preview
Text
Download (155kB) | Preview
Official URL: http://tse-fr.eu/pub/28127

Abstract

In survey analysis, the estimation of the cumulative distribution function (cdf) is of great interest: it allows for instance to derive quantiles estimators or other non linear parameters derived from the cdf. We consider the case where the response variable is a right censored duration variable. In this framework, the classical estimator of the cdf is the Kaplan-Meier estimator. As an alternative, we propose a nonparametric model-based estimator of the cdf in a finite population. The new estimator uses auxiliary information brought by a continuous covariate and is based on nonparametric median regression adapted to the censored case. The bias and variance of the prediction error of the estimator are estimated by a bootstrap procedure adapted to censoring. The new estimator is compared by model-based simulations to the Kaplan-Meier estimator computedwith the sampled individuals: a significant gain in precision is brought by the new method whatever the size of the sample and the censoring rate. Welfare duration data are used to illustrate the new methodology.

Item Type: Monograph (Working Paper)
Language: English
Date: April 2014
Uncontrolled Keywords: Cumulative distribution function, auxiliary information, censored data, generalized Kaplan-Meier estimator, nonparametric conditional median, bootstrap estimation
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Institution: Université Toulouse 1 Capitole
Site: UT1
Date Deposited: 09 Jul 2014 17:43
Last Modified: 07 Mar 2018 13:22
OAI ID: oai:tse-fr.eu:28127
URI: http://publications.ut-capitole.fr/id/eprint/15887

Available Versions of this Item

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year