Double Bootstrap Confidence Interval Estimates with Censored and Truncated Data
نویسندگان
چکیده
منابع مشابه
Double Bootstrap Confidence Interval Estimates with Censored and Truncated Data
Traditional inferential procedures often fail with censored and truncated data, especially when sample sizes are small. In this paper we evaluate the performances of the double and single bootstrap interval estimates by comparing the double percentile (DB-p), double percentile-t (DB-t), single percentile (B-p), and percentile-t (B-t) bootstrap interval estimation methods via a coverage probabil...
متن کاملBootstrap Methods for Truncated and Censored Data
For right censored data, Efron (1981) has shown that his “simple” and “obvious” methods of bootstrapping are equivalent. We explain why this equivalence no longer holds for truncated data. Wang (1991) generalized Efron’s “obvious” bootstrap method to data that are both left truncated and right censored, under the assumption that C ≥ T and C − T is independent of T , where T and C denote the (ge...
متن کاملNew Technical Efficiency Estimates with Improved Bootstrap Confidence Interval Coverage
Bootstrap confidence intervals on fixed-effects efficiency estimates from finite-sample panel data models exhibit low coverage probabilities, because the traditional estimate involves a "max" operator that induces a finite sample bias. Attempts to bootstrap confidence intervals for the traditional estimate have focused on correcting bias. Rather than addressing this bias at the bootstrap stage,...
متن کاملBootstrap confidence interval estimates of the bullwhip effect
This paper introduces the confidence interval estimate for measuring the bullwhip effect, which has been observed across most industries. Calculating a confidence interval usually needs the assumption about the underlying distribution. Bootstrapping is a non-parametric, but computer intensive, estimation method. In this paper, a simulation study on the behavior of the 95% bootstrap confidence i...
متن کاملModel based bootstrap methods for interval censored data
We investigate the performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data. We show that bootstrapping from the nonparametric maximum likelihood estimator of the survival function is inconsistent for both the current status and case 2 interval censoring models. A model based smoothed bootstrap procedu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Modern Applied Statistical Methods
سال: 2014
ISSN: 1538-9472
DOI: 10.22237/jmasm/1414815660