Weighted censored quantile regression

Vasudevan Chithran; Variyath Asokan Mulayath; Fan Zhaozhi

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Weighted censored quantile regression

机译：加权删失分位数回归

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摘要

In this paper, we make use of auxiliary information to improve the efficiency of the estimates of the censored quantile regression parameters. Utilizing the information available from previous studies, we computed empirical likelihood probabilities as weights and proposed weighted censored quantile regression. Theoretical properties of the proposed method are derived. Our simulation studies shown that our proposed method has advantages compared to standard censored quantile regression.

机译：在本文中，我们利用辅助信息来提高审查的分位数回归参数的估计效率。利用从先前研究中获得的信息，我们计算了经验似然概率作为权重，并提出了加权删失分位数回归。推导了该方法的理论性质。我们的仿真研究表明，与标准删失分位数回归相比，我们提出的方法具有优势。

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来源
《Survey methodology》 |2019年第1期|127-144|共18页
作者
Vasudevan Chithran; Variyath Asokan Mulayath; Fan Zhaozhi;
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作者单位

Mem Univ, Dept Math & Stat, St John, NF A1C 5S7, Canada;

Mem Univ, Dept Math & Stat, St John, NF A1C 5S7, Canada;

Mem Univ, Dept Math & Stat, St John, NF A1C 5S7, Canada;

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原文格式 PDF
正文语种 eng
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关键词
Empirical Likelihood; Right censoring; Kaplan-Meier Estimator;

机译：经验似然;右删失;Kaplan-Meier估计;

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1. A weighted quantile regression for nonlinear models with randomly censored data [J] . Feng Hailin, Luo Qianqian Communications in Statistics . 2021,第16a18期

机译：随机禁用数据的非线性模型的加权分位数回归
2. Weighted composite quantile regression with censoring indicators missing at random [J] . Wang Jiang-Feng, Jiang Wei-Jun, Xu Fang-Yin, Communications in Statistics . 2021,第10a12期

机译：随机缺少审查指标的加权综合分数回归
3. Weighted censored quantile regression [J] . Vasudevan Chithran, Variyath Asokan Mulayath, Fan Zhaozhi Survey methodology . 2019,第1期

机译：加权被审查量级回归
4. Public Policies and the Demand for Carbonated Soft Drinks: A Censored Quantile Regression Approach [C] . anonymous Conference of the European Association of Agricultural Economists . 2005

机译：公共政策和对碳酸软饮料的需求：审查量博斯米斯维回归方法
5. Variable screening and model selection in censored quantile regression via sparse penalties and stepwise refinement [D] . Gan, Lu 2014

机译：通过稀疏惩罚和逐步细化在可审查分位数回归中进行变量筛选和模型选择
6. A multiple imputation method based on weighted quantile regression models for longitudinal censored biomarker data with missing values at early visits [O] . MinJae Lee, Mohammad H. Rahbar, Matthew Brown, 2018

机译：基于加权分位数回归模型的多重插补方法用于在早期就诊时缺失值的纵向检查生物标记数据
7. 2009), Locally weighted censored quantile regression [O] . Huixia Judy Wang, Lan Wang 2014

机译：2009），局部加权删失分位数回归
8. Weighted L-Squared Quantile Distance Estimators for Randomly Censored Data [R] . Eubank, R. L., LaRiccia, V. N. 1981

机译：随机删失数据的加权L平方量角度距离估计

Weighted censored quantile regression

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