Censored partial regression

Abstract

In this work we study the effect of several covariates on a censored response variable with unknown probability distribution. A semiparametric model is proposed to consider situations where the functional form of the effect of one or more covariates is unknown, as is the case in the application presented in this work. We provide its estimation procedure and, in addition, a bootstrap technique to make inference on the parameters. A simulation study has been carried out to show the good performance of the proposed estimation process and to analyse the effect of the censorship. Finally, we present the results when the methodology is applied to AIDS diagnosed patients.