منابع مشابه
Censored Variables and Censored Regression
A censored variable has a large fraction of observations at the minimum or maximum. Because the censored variable is not observed over its entire range ordinary estimates of the mean and variance of a censored variable will be biased. Ordinary least squares (OLS) estimates of its regression on a set of explanatory variables will also be biased. These estimates are not consistent, i.e., the bias...
متن کاملNonstationary Censored Regression
This paper considers the censored regression model under the assumption that the regressors are integrated. We show that Maximum Likelihood estimation is superconsistent and asymptotically mixed normal, implying that standard inference techniques remain valid, and that in general least squares estimation based on the positive observations only is superconsistent, but not mixed normal. An except...
متن کاملCensored Quantile Regression Redux
This vignette is a slightly modified version of Koenker (2008a). It was written in plain latex not Sweave, but all data and code for the examples described in the text are available from either the JSS website or from my webpages. Quantile regression for censored survival (duration) data offers a more flexible alternative to the Cox proportional hazard model for some applications. We describe t...
متن کاملCensored Regression Quantiles
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. American Statistical Association is collaborating with JST...
متن کاملLocally Weighted Censored Quantile Regression
Censored quantile regression offers a valuable supplement to Cox proportional hazards model for survival analysis. Existing work in the literature often requires stringent assumptions, such as unconditional independence of the survival time and the censoring variable or global linearity at all quantile levels. Moreover, some of the work use recursive algorithms making it challenging to derive a...
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: Biostatistics
سال: 2003
ISSN: 1465-4644,1468-4357
DOI: 10.1093/biostatistics/4.1.109