BJ: an S-Plus program to fit linear regression models to censored data using the Buckley-James method

Most researchers are Familiar with ordinary multiple regression models, mos t commonly fitted using the method of least squares. The method of Buckley and James (J. Buckley, I. James, Linear regression with censored data, Biom etrika 66 (1979) 429-436.) is an extension of least squares for fitting mul tiple regression models when the response variable is right-censored as in the analysis of survival time data. The Buckley-James method has been shown to have good statistical properties under usual regularity conditions (T.L . Lai, Z. Ying, Large sample theory of a modified Buckley-James estimator f or regression analysis with censored data, Ann. Stat. 19 (1991) 1370-1402.) . Nevertheless, even after 20 years of its existence, it is almost never us ed in practice. We believe that this is mainly due to lack of software and we describe here an S-Plus program that through its inclusion in a public d omain function library fully exploits the power of the S-Plus programming e nvironment. This environment provides multiple facilities for model specifi cation, diagnostics, statistical inference, and graphical depiction of the model lit. (C) 2001 Elsevier Science Ireland Ltd. All rights reserved.