An estimating equation for censored and truncated quantile regression

Paolo Frumento and Matteo Bottai

Computational Statistics & Data Analysis, 2017, vol. 113, issue C, 53-63

Abstract: An estimation equation for censored, truncated quantile regression is introduced. The asymptotic covariance matrix has a relatively simple expression and can be estimated from the data. Simulation results are presented, and the described estimator is used to evaluate the effects of birth weight on percentiles of survival time after age 65 with a population-based cohort of Swedish men. The proposed method is efficiently implemented in the R package ctqr.

Keywords: Censored and truncated quantile regression; ctqr; Survival analysis (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:113:y:2017:i:c:p:53-63

DOI: 10.1016/j.csda.2016.08.015

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