Browse > Article
http://dx.doi.org/10.5351/CKSS.2005.12.3.807

Regression Quantiles Under Censoring and Truncation  

Park, Jin-Ho (Department of Statistics, Inha University)
Kim, Jin-Mi (Department of Statistics, Inha University)
Publication Information
Communications for Statistical Applications and Methods / v.12, no.3, 2005 , pp. 807-818 More about this Journal
Abstract
In this paper we propose an estimation method for regression quantiles with left-truncated and right-censored data. The estimation procedure is based on the weight determined by the Kaplan-Meier estimate of the distribution of the response. We show how the proposed regression quantile estimators perform through analyses of Stanford heart transplant data and AIDS incubation data. We also investigate the effect of censoring on regression quantiles through simulation study.
Keywords
censoring; regression quantile; Kaplan-Meier estimate;
Citations & Related Records
연도 인용수 순위
  • Reference
1 Lindgren, A. (1997). Quantile regression with censored data using generalized$L_1$ minimization, Comput. Statist. Data Anal., Vol. 23, 509-524   DOI   ScienceOn
2 Park, J. and Hwang, J. (2003). Regression depth with censored and truncated data, Comm. Statist., Vol. 32, 997-1008   DOI   ScienceOn
3 Powell, J. (1984). Least absolute deviations estimation for the censored regression model, J. Ecometrics, Vol. 25, 303-325   DOI
4 Powell, J.(1986). Censored Regression Quantiles, J. Ecometrics, Vol. 32, 143-155   DOI
5 Portnoy, S. (2003). Censored regression quantiles, J. Amer. Statist. Assoc., Vol. 98, 1001-2003   DOI   ScienceOn
6 Tobin, J. (1958). Estimation of relationships for limited dependent variables, Econometrica, Vol. 26, 24-36   DOI   ScienceOn
7 Ying, Z., Jung, S.H. and Wei, L.J, (1995). Survival analysis with median regression models, J. Amer. Statist. Assoc., Vol. 90, 178-184   DOI   ScienceOn
8 Zhou, M. (1992). M-estimation in censored linear models, Biometrika, Vol. 79, 837-841   DOI
9 Buckley, J, and James, I. (1979). Linear regression with censored data, Biometrika, Vol. 66, 429-464   DOI   ScienceOn
10 Chen, S. and Khan, S. (2001). Estimation of a partially linear censored regression model, Econometrics Theory, Vol. 17, 567-590   DOI   ScienceOn
11 Cox, D.R. (1972). Regression models and life-tables (with discussion), J. Roy. Statist. Soc. Ser. B, Vol. 34, 187-220
12 Gross, S.T. and Lai, T.L. (1996). Nonparametric estimation and regression analysis with left-truncated and right-censored data, J. Amer. Statist. Assoc., Vol. 91, 1166-1180   DOI   ScienceOn
13 Honore, B., Khan, S. and Powell, J.L. (2002). Quantile regression under random censoring, J. Ecometrics, Vol. 109, 67-105   DOI
14 Kalbfleisch, J,D. and Lawless, J.F. (1989). Inference based on retrospective ascertainment: An analysis of the data on transfusion-related AIDS, J. Amer. Statist. Assoc., Vol. 84, 360-372   DOI   ScienceOn
15 Koenker, R. and Basset, G. (1978). Regression quantiles, Econometrica, Vol. 46, 33-50   DOI   ScienceOn
16 Koenker, R. and Park, B.J, (1996). An interior point algorithm for nonlinear quantile regression. J. Ecometrics, Vol. 71, 265-283   DOI
17 Lai, T.L. and Ying, Z. (1991). Estimating a distribution function with truncated and censored data, Ann Statist., Vol. 19, 417-442   DOI   ScienceOn
18 Leurgans, S. (1987). Linear models, random censoring and synthetic data, Biometrika, Vol. 74, 301-309   DOI
19 Miller, R.G. (1976). Least squares regression with censored data, Biometrika, Vol. 63, 449-464   DOI   ScienceOn
20 Newey, W.K. and Powell, J.L. (1990). Efficient estimation of linear and type I censored regression models under conditional quantile restrictions, Econometrics Theory, Vol. 6, 295-317   DOI
21 Buchinsky, M. and Hahn, J, (1998). An alternative estimator for the censored quantile regression model, Econometrica, Vol. 66, 653-671   DOI   ScienceOn
22 Buchinsky, M. (1995). Estimating the asymptotic covariance matrix for quantile regression models, J. Ecometrics, Vol. 68, 303-338   DOI