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Activity Number: 198
Type: Contributed
Date/Time: Monday, August 7, 2006 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Graphics
Abstract - #307601
Title: Censored Q-Q Plot: Diagnostic Tool for Checking Population Heteroscedasticity
Author(s): Jong Kim*+
Companies: Portland State University
Address: Department of Mathematics and Statistics, Portland, OR, 97207,
Keywords: censored regression quantile ; lifetime distribution ; population heteroscedasticity ; q-q plot ; accelerated failure time model ; proportional hazards model
Abstract:

Most textbooks in survival analysis discuss how to construct Q-Q plot. However, they do not explain in detail how to construct Q-Q plot for censored data. In this paper, I show how to construct a censored Q-Q plot in detail. Next, I display fitted lines on the Q-Q plot to show the effect of censoring as improperly dealing with censored data results in biased location and scale parameter estimates in log-location and scale family in lifetime distributions. Through a simulation study, I compare my method with others in terms of the ability to determine goodness-of-fit. Next, this method is extended to censored regression settings to detect population heteroscedasticity. Finally, examples are shown to illustrate the algorithm and compare the results with those in the literature.

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