An estimating equation for censored and truncated quantile regression. (English) Zbl 1464.62073
Summary: 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.
MSC:
| 62-08 | Computational methods for problems pertaining to statistics |
| 62G08 | Nonparametric regression and quantile regression |
| 62N01 | Censored data models |
| 62P10 | Applications of statistics to biology and medical sciences; meta analysis |
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