 Censored Quantile Regression ReduxRoger Koenker Journal of Statistical Software, 2008, vol. 027, issue i06 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. Date: 2008-07-29 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:027:i06 Access Statistics for this article Journal of Statistical Software is currently edited by Bettina Grün, Edzer Pebesma and Achim Zeileis More articles in Journal of Statistical Software from Foundation for Open Access Statistics |
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