locfit.censor | Censored Local Regression | locfit.censor |
locfit.censor(x, y, cens, ..., iter=3, km=F)
locfit(y~x, cens=cens, lfproc=locfit.censor)
locfit.censor(y~x, cens, ..., iter=3, km=F)
locfit.censor produces local regression estimates for censored data. The basic idea is to use an EM style algorithm, where one alternates between estimating the regression and the true values of censored observations.locfit.censor is designed as a front end to locfit.raw with data vectors, or as an intemediary between locfit and locfit.raw with a model formula. If you can stand the syntax, the second calling sequence above will be slightly more efficient than the third.
"locfit" object.
km.mrl, locfit, locfit.raw
data(heart) fit <- locfit.censor(log10(surv+0.5)~age, cens=cens, data=heart) plotbyfactor(heart$age, 0.5+heart$surv, heart$cens, ylim=c(0.5,16000), log="y") lines(fit, tr=function(x)10^x)
Buckley, J. and James, I. (1979). Linear Regression with censored data. Biometrika 66, 429-436.Loader, C. (1999). Local Regression and Likelihood. Springer, NY (Section 7.2).
Schmee, J. and Hahn, G. J. (1979). A simple method for linear regression analysis with censored data (with discussion). Technometrics 21, 417-434.
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