| Abstract: | Consider the simple linear regression problem with right-censored data. The Buckley-James estimator (BJE) (1979) has been considered superior over the other available procedures. So far the existing algorithms fail to present all possible BJE's. In this note, we present a feasible non-iterative algorithm which can find all BJE's. We use the Stanford heart transplant data to show that if we do not find all BJE's (6 BJE's for the data), then the analysis may be misleading as is the case in Buckley and James (1979, p. 435) and in Miller (1981, p. 156). Extension to multiple linear regression is also discussed. |
