Accession Number : ADA186320

Title :   Estimation and Comparison of Changes in the Presence of Information Right Censoring by Modeling the Censoring Process.

Descriptive Note : Technical rept. Aug 86-Aug 87,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Wu, Margaret C ; Carroll, Raymond J

PDF Url : ADA186320

Report Date : Mar 1987

Pagination or Media Count : 30

Abstract : In estimating and comparing the rates of change of a continuous variable between two groups, the unweighted averages of individual simple least squares estimates from each group are often used. Under a linear random effects model, when all individuals have completed observations at identical time points these statistics are maximum likelihood estimates for the expected rates of change. However, with censored of missing data, these estimates are no longer efficient when compared to generalized least squares estimates. When, in addition, the right censoring process is dependent upon the individual rates of change (i.e., informative right censoring), the generalized least squares estimates will be biased. Likelihood ratio test for informativeness of the censoring process and maximum likelihood estimates for the expected rates of change and the parameters of the right censoring process are developed under a linear random effect models with a probit model for the right censoring process. In realistic situations, we illustrate that the bias in estimating group rate of change and the reduction of power in comparing group difference could be substantial when strong dependency of the right censoring process on individual rates of change is ignored. (Author)

Descriptors :   *MATHEMATICAL MODELS, *MAXIMUM LIKELIHOOD ESTIMATION, COMPARISON, ESTIMATES, LEAST SQUARES METHOD, LINEAR SYSTEMS, LINEARITY, RANDOM VARIABLES, RATIOS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE