Abstract:
:The first part of the article reviews the Data Augmentation algorithm and presents two approximations to the Data Augmentation algorithm for the analysis of missing-data problems: the Poor Man's Data Augmentation algorithm and the Asymptotic Data Augmentation algorithm. These two algorithms are then implemented in the context of censored regression data to obtain semiparametric methodology. The performances of the censored regression algorithms are examined in a simulation study. It is found, up to the precision of the study, that the bias of both the Poor Man's and Asymptotic Data Augmentation estimators, as well as the Buckley-James estimator, does not appear to differ from zero. However, with regard to mean squared error, over a wide range of settings examined in this simulation study, the two Data Augmentation estimators have a smaller mean squared error than does the Buckley-James estimator. In addition, associated with the two Data Augmentation estimators is a natural device for estimating the standard error of the estimated regression parameters. It is shown how this device can be used to estimate the standard error of either Data Augmentation estimate of any parameter (e.g., the correlation coefficient) associated with the model. In the simulation study, the estimated standard error of the Asymptotic Data Augmentation estimate of the regression parameter is found to be congruent with the Monte Carlo standard deviation of the corresponding parameter estimate. The algorithms are illustrated using the updated Stanford heart transplant data set.
journal_name
Biometricsjournal_title
Biometricsauthors
Wei GC,Tanner MAsubject
Has Abstractpub_date
1991-12-01 00:00:00pages
1297-309issue
4eissn
0006-341Xissn
1541-0420journal_volume
47pub_type
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