JSM 2004 - Toronto

Abstract #301053

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Activity Number: 426
Type: Contributed
Date/Time: Thursday, August 12, 2004 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #301053
Title: Comparison of Regression Curves for Censored Responses
Author(s): Juan C. Pardo-Fernandez*+ and Ingrid Van Keilegom and Wenceslao Gonzalez-Manteiga
Companies: Universidade de Vigo and Universite catholique de Louvain and Universidade de Santiago de Compostela
Address: Departamento de Estística e I.O., E.U.E.T.I., Vigo (Pontevedra), 36208, Spain
Keywords: comparison of regression curves ; censored data ; goodness of fit ; bootstrap
Abstract:

Consider two heteroscedastic regression models for two independent populations. When working with lifetimes it is quite common that the response variables are censored, therefore we allow for right-censoring in the response variables of our models. We introduce a procedure to test the equality of the regression functions. The test is based on a comparison of the Kaplan-Meier estimator of the censored residuals. A Kolmogorov-Smirnov-type statistic and a Cramer-von Mises type statistic are considered. Some asymptotic results are proved: weak convergence of the process of interest, convergence of the test statistics. We also describe a bootstrap procedure in order to get the critical values of the test.

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