DGQR estimation for interval censored quantile regression with varying-coefficient models
نویسندگان
چکیده
منابع مشابه
Censored Quantile Regression with Varying Coefficients
We propose a varying-coefficient quantile regression model for survival data subject to random censoring. Motivated by the work of Yang (1999), quantilebased moments are constructed using covariate-weighted empirical cumulative hazard functions. We estimate regression parameters based on the generalized method of moments. The proposed estimators are shown to be consistent and asymptotically nor...
متن کاملQuantile Regression Estimation of Panel Duration Models with Censored Data∗
This paper studies the estimation of quantile regression panel duration models. We allow for the possibility of endogenous covariates and correlated individual effects in the quantile regression models. We propose a quantile regression approach for panel duration models under conditionally independent censoring. The procedure involves minimizing l1 convex objective functions and is motivated by...
متن کاملQuantile Regression in Partially Linear Varying Coefficient Models by Huixia
Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying coefficients. The functional coefficients are estimated by basis function approximations. The estimation procedure is easy to implement, and it requires no specification...
متن کاملQuantile Estimation of Non-Stationary Panel Data Censored Regression Models
We propose an estimation procedure for (semiparametric) panel data censored regression models in which the error terms may be subject to general forms of non-stationarity, thus permitting heteroscedasticity over time. The proposed estimator exploits a weak structural form imposed on the individual speci ̄c e®ect. This is in contrast to the estimators introduced in Honor¶e(1992) where the individ...
متن کاملSelf-consistent estimation of censored quantile regression
The principle of self-consistency has been employed to estimate regression quantile with randomly censored response. It has been of great interest to study how the self-consistent estimation of censored regression quantiles is connected to the alternative martingale-based approach. In this talk, I will first present a new formulation of self-consistent censored regression quantiles based on sto...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: PLOS ONE
سال: 2020
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0240046