Censored Quantile Regression Redux
By Roger W. Koenker. 2008
141 citations recorded by the source corpus.
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.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/18ace373f9b1a98980ebf411f532e6866d1ad8a7
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In Statistics and Probability
- Thomas H. Scheike
- Joseph G. Ibrahim
- John P. Klein
- H. V. van Houwelingen
- Chenlei Leng
- Xingwei Tong
- Yijian Huang
- Alex J. Cannon
Citations in the corpus
- Survival Analysis With Quantile Regression Models (2008, methodology): “The implementation of our estimation method based on linear programming has been implemented for R in the contributed quantreg package by Koenker (2008).”
- Handbook of survival analysis (2014, result): “The numerical results reported in Koenker (2008) and Peng (2012) confirm this theoretical result and show comparable computational performance between these two approaches.”
- A quantile regression estimator for censored data (2013, methodology): “We compare the mean bias (MB), the median absolute error (MAE) and the root mean square errors (RMSE) of these procedures (Koenker [9]).”
- Quantile regression neural networks: Implementation in R and application to precipitation downscaling (2011, methodology): “This can be minimized to yield the censored quantile regression model (Koenker, 2008).”