Laplace regression with clustered censored data
Author
Abstract
Suggested Citation
DOI: 10.1007/s00180-021-01151-x
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Wang, Huixia Judy & Wang, Lan, 2009. "Locally Weighted Censored Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1117-1128.
- Guosheng Yin & Jianwen Cai, 2005. "Quantile Regression Models with Multivariate Failure Time Data," Biometrics, The International Biometric Society, vol. 61(1), pages 151-161, March.
- Xianghua Luo & Chiung-Yu Huang & Lan Wang, 2013. "Quantile Regression for Recurrent Gap Time Data," Biometrics, The International Biometric Society, vol. 69(2), pages 375-385, June.
- Portnoy S., 2003. "Censored Regression Quantiles," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 1001-1012, January.
- Peng, Limin & Huang, Yijian, 2008. "Survival Analysis With Quantile Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 637-649, June.
- Koenker, Roger, 2008. "Censored Quantile Regression Redux," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i06).
- Koenker R. & Geling O., 2001. "Reappraising Medfly Longevity: A Quantile Regression Survival Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 458-468, June.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June.
- Heejung Bang & Anastasios A. Tsiatis, 2002. "Median Regression with Censored Cost Data," Biometrics, The International Biometric Society, vol. 58(3), pages 643-649, September.
- Powell, James L., 1986. "Two-Step Quantile Estimation Of The Censored Regression Model," SSRI Workshop Series 292681, University of Wisconsin-Madison, Social Systems Research Institute.
- James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- De Backer, Mickael & El Ghouch, Anouar & Van Keilegom, Ingrid, 2017. "An Adapted Loss Function for Censored Quantile Regression," LIDAM Discussion Papers ISBA 2017003, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Xiaofeng Lv & Gupeng Zhang & Xinkuo Xu & Qinghai Li, 2019. "Weighted quantile regression for censored data with application to export duration data," Statistical Papers, Springer, vol. 60(4), pages 1161-1192, August.
- Xie, Shangyu & Wan, Alan T.K. & Zhou, Yong, 2015. "Quantile regression methods with varying-coefficient models for censored data," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 154-172.
- Jiang, Rong & Qian, Weimin & Zhou, Zhangong, 2012. "Variable selection and coefficient estimation via composite quantile regression with randomly censored data," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 308-317.
- Mickaël De Backer & Anouar El Ghouch & Ingrid Van Keilegom, 2020. "Linear censored quantile regression: A novel minimum‐distance approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1275-1306, December.
- Pang, Lei & Lu, Wenbin & Wang, Huixia Judy, 2012. "Variance estimation in censored quantile regression via induced smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 785-796.
- Xianghua Luo & Chiung-Yu Huang & Lan Wang, 2013. "Quantile Regression for Recurrent Gap Time Data," Biometrics, The International Biometric Society, vol. 69(2), pages 375-385, June.
- Lin, Guixian & He, Xuming & Portnoy, Stephen, 2012. "Quantile regression with doubly censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 797-812.
- Jung-Yu Cheng & Shinn-Jia Tzeng, 2014. "Quantile regression of right-censored length-biased data using the Buckley–James-type method," Computational Statistics, Springer, vol. 29(6), pages 1571-1592, December.
- Fan, Yanqin & Liu, Ruixuan, 2018. "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, vol. 206(1), pages 1-38.
- Peng, Limin, 2012. "Self-consistent estimation of censored quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 368-379.
- Chen, Songnian, 2018. "Sequential estimation of censored quantile regression models," Journal of Econometrics, Elsevier, vol. 207(1), pages 30-52.
- Narisetty, Naveen & Koenker, Roger, 2022. "Censored quantile regression survival models with a cure proportion," Journal of Econometrics, Elsevier, vol. 226(1), pages 192-203.
- Kyu Hyun Kim & Daniel J. Caplan & Sangwook Kang, 2023. "Smoothed quantile regression for censored residual life," Computational Statistics, Springer, vol. 38(2), pages 1001-1022, June.
- Sungwan Bang & Soo-Heang Eo & Yong Mee Cho & Myoungshic Jhun & HyungJun Cho, 2016. "Non-crossing weighted kernel quantile regression with right censored data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 22(1), pages 100-121, January.
- Marcelo Cajias & Philipp Freudenreich & Anna Freudenreich, 2020. "Exploring the determinants of real estate liquidity from an alternative perspective: censored quantile regression in real estate research," Journal of Business Economics, Springer, vol. 90(7), pages 1057-1086, August.
- Chen, Songnian, 2019. "Quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 209(1), pages 1-17.
- Eliana Christou & Michael G. Akritas, 2019. "Single index quantile regression for censored data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(4), pages 655-678, December.
- Tang, Linjun & Zhou, Zhangong & Wu, Changchun, 2012. "Weighted composite quantile estimation and variable selection method for censored regression model," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 653-663.
- Ying Cui & Limin Peng, 2022. "Assessing dynamic covariate effects with survival data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(4), pages 675-699, October.
More about this item
Keywords
Accelerated failure time model; Asymmetric Laplace distribution; Clustered survival data; Quantile regression;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:37:y:2022:i:3:d:10.1007_s00180-021-01151-x. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.