Modified Local Linear Estimators in Partially Linear Additive Models with Right-Censored Data Based on Different Censorship Solution Techniques

Entropy (Basel). 2023 Sep 7;25(9):1307. doi: 10.3390/e25091307.

Abstract

This paper introduces a modified local linear estimator (LLR) for partially linear additive models (PLAM) when the response variable is subject to random right-censoring. In the case of modeling right-censored data, PLAM offers a more flexible and realistic approach to the estimation procedure by involving multiple parametric and nonparametric components. This differs from the widely used partially linear models that feature a univariate nonparametric function. The LLR method is employed to estimate unknown smooth functions using a modified backfitting algorithm, delivering a non-iterative solution for the right-censored PLAM. To address the censorship issue, three approaches are employed: synthetic data transformation (ST), Kaplan-Meier weights (KMW), and the kNN imputation technique (kNNI). Asymptotic properties of the modified backfitting estimators are detailed for both ST and KMW solutions. The advantages and disadvantages of these methods are discussed both theoretically and practically. Comprehensive simulation studies and real-world data examples are conducted to assess the performance of the introduced estimators. The results indicate that LLR performs well with both KMW and kNNI in the majority of scenarios, along with a real data example.

Keywords: kNN imputation; local linear regression; partially linear additive models; right-censored data; synthetic data.

Grants and funding

The research of Dursun Aydın was supported by the TUBITAK 1002 project with the project number: 122F045.