Multistep estimation of regression coefficients in a linear model with censored survival data
Hira Lal Koul, V. Susarla, John Van Ryzin · Lecture notes-monograph series · 1982
This paper introduces a multi-step procedure for estimating the regression coefficients in a linear model when the dependent variable of interest is a randomly right censored transform of survival, i.e., log lifetime. The procedure is closely related to that introduced by Buckley and James (1979). Using large sample properties developed by the authors (1981a), asymptotic large sample consistency and normality are seen to hold for each iterate of the original estimator. A limited simulation study examines the small sample behavior of the procedure.