Variable selection for censored quantile regression
نویسندگان
چکیده
منابع مشابه
Variable Selection for Censored Quantile Regresion.
Quantile regression has emerged as a powerful tool in survival analysis as it directly links the quantiles of patients' survival times to their demographic and genomic profiles, facilitating the identification of important prognostic factors. In view of limited work on variable selection in the context, we develop a new adaptive-lasso-based variable selection procedure for quantile regression w...
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After its inception in Koenker and Bassett (1978), quantile regression has become an important and widely used technique to study the whole conditional distribution of a response variable and grown into an important tool of applied statistics over the last three decades. In this work, we focus on the variable selection aspect of penalized quantile regression. Under some mild conditions, we demo...
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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...
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Censored quantile regression models are very useful for the analysis of censored data when standard linear models are felt to be appropriate. However, fitting censored quantile regression is hard numerically due to the fact that the objective function that has to be minimized is not convex nor concave in regressors. The performance of standard methods is not satisfactory, in particular if a hig...
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In many applications, interest focuses on assessing relationships between predictors and the quantiles of the distribution of a continuous response. For example, in epidemiology studies, cutoffs to define premature delivery have been based on the 10th percentile of the distribution for gestational age at delivery. Using quantile regression, one can assess how this percentile varies with predict...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2013
ISSN: 1017-0405
DOI: 10.5705/ss.2011.100