| Authors: | Roger Koenker |
| Title: | [download] (1127)Censored Quantile Regression Redux |
| Reference: | Vol. 27, Issue 6, Jul 2008 Submitted 2008-02-20, Accepted 2008-05-26 |
| Type: | Article |
| Abstract: | Quantile regression for censored survival (duration) data offers a more flexible alternative to the Cox proportional hazard model for some applications. We describe three estimation methods for such applications that have been recently incorporated into the R package quantreg: the Powell (1986) estimator for fixed censoring, and two methods for random censoring, one introduced by Portnoy (2003), and the other by Peng and Huang (2008). The Portnoy and Peng-Huang estimators can be viewed, respectively, as generalizations to regression of the Kaplan-Meier and Nelson-Aalen estimators of univariate quantiles for censored observations. Some asymptotic and simulation comparisons are made to highlight advantages and disadvantages of the three methods. |
| Paper: | [download] (1127)Censored Quantile Regression Redux (application/pdf, 1.3 MB) |
| Supplements: | [download] (375)quantreg_4.17.tar.gz: R source package (application/x-gzip, 547.2 KB) |
| [download] (356)v27i06.R: R example code from the paper (application/zip, 1 KB) |
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| [download] (439)v27i06-simulations.zip: R source code for simulations (Tables 2-7, Figures 4-5) (application/zip, 1.8 MB) |
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| [download] (343)v27i06-simulations-tab1.zip: R source code for simulations (Table 1) (application/zip, 2.3 KB) |
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| [download] (423)v27i06-simulations-fig3.zip: R source code for simulations (Figure 3) (application/zip, 5.4 MB) |
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| Resources: | BibTeX | OAI |
