Quantile Regression Based on the Weighted Approach with Dependent Truncated Data

Jin-Jian Hsieh () and Cheng-Chih Hsieh
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Jin-Jian Hsieh: Department of Mathematics, National Chung Cheng University, Chia-Yi 621301, Taiwan
Cheng-Chih Hsieh: Department of Mathematics, National Chung Cheng University, Chia-Yi 621301, Taiwan

Mathematics, 2023, vol. 11, issue 17, 1-13

Abstract: This paper discusses the estimation of parameters in the quantile regression model for dependent truncated data. To account for the dependence between the survival time and the truncated time, the Archimedean copula model is used to construct the association. The parameters of the Archimedean copula model are estimated using certain existing approaches. An inference procedure based on a weighted approach is proposed, where the weights are set according to the variables of interest in the quantile regression model. The finite sample performance of the proposed approach is examined through simulations, and the method is applied to analyze two real datasets: the transfusion-related AIDS dataset and the retirement community center dataset.

Keywords: Archimedean copula model; dependent truncated data; Kendall’s tau ?; quantile regression; weighted approach (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
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