On the extended log-rank estimating function for the censored regression model (Q5941547)

For the censored regression model, \textit{S. Yang} [J. Am. Stat. Assoc. 92, 977-984 (1997; Zbl 0889.62035)] introduced a new class of estimating functions. These estimating functions produce regression estimators that are asymptotically normal with a density-free asymptotic variance that is simple to estimate reliably. We further study the estimating function of Yang by considering new classes of weights. Through extensive numerical studies, we find weights that enhance the results of the estimating function and improve upon choices previously recommended by Yang.