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Thread: likelihood ratio for censored data

  1. #1
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    likelihood ratio for censored data



    hi,

    I'm working on multiply censored data. In order to check which is the law my data follow(weib vs exp), i need to do a test. For the moment, the best (and easier) test i find to test this, is the test of likelihood ratio...
    but i can't find any kind of way to define the statistics of test...do you have ideas?

    moreover, another option could be to use a kind of kolmogorov-smirnov test for censored data (an article of barr and davidson talks about this) but i can't find the table for a big number of data. Do you know if i can find this somewhere or if a monte carlo simulation if necessary to solve this problem?

    thanks

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    Bhoot
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    " multiply censored data." I didn't get this part.
    MINITAB has option for checking distribution of the survival data ( data with censors).
    Otherwise, hope you have right censored data. In that case you can find the empircal distribution(for kaplan meir estimates, see this link http://faculty.vassar.edu/lowry/survival.html) and compare with the standard distribution and you can do Kolmogrov Smirnoff test.
    Regards
    VinuX
    In the long run, we're all dead.

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