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Censored Quantile Regression Redux

Censored Quantile Regression Redux,Roger Koenker

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Censored Quantile Regression Redux (Citations: 12)


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Quantile regression for censored survival (duration) data offers a more flexible alternative to the Cox proportional hazard model for some applications. We describe three estimation methods for such applications that have been recently incorporated into the R package quantreg: the Powell (1986) estimator for fixed censoring, and two methods for random censoring, one introduced by Portnoy (2003), and the other by Peng and Huang (2008). The Portnoy and Peng-Huang estimators can be viewed, respectively, as generalizations to regression of the Kaplan-Meier and Nelson-Aalen estimators of univariate quantiles for censored observations. Some asymptotic and simulation comparisons are made to highlight advantages and disadvantages of the three methods.

Published in 2008.

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Citation Context (3)

- ...gif"/>by Portnoy (2003) developed an alternative estimator for scenarios with random censoring, but the method was demonstrated to perform favorably for fixed censoring in Koenker (2008) and Portnoy (2010)...
Huixia Judy Wang, et al. Multiple Imputation for M-Regression With Censored Covariates
- ...The Cox-Mantel Log rank test was used to evaluate all survival curves. Quantile regression as described by Koenker ...
Alex F. Bokov, et al. Does Reduced IGF-1R Signaling in Igf1r+/− Mice Alter Aging?
- ...Koenker (2008) introduces an extension of his quantreg package: The new function crq() implements quantile regression for censored data using various estimation techniques which are assessed with asymptotic and simulation comparisons...
Achim Zeileis, et al. Econometrics in R: Past, Present, and Future

Keywords (5)

Censored Quantile Regression Redux,Roger Koenker

Citation Context (3)

Huixia Judy Wang, et al. Multiple Imputation for M-Regression With Censored Covariates

Alex F. Bokov, et al. Does Reduced IGF-1R Signaling in Igf1r+/− Mice Alter Aging?

Achim Zeileis, et al. Econometrics in R: Past, Present, and Future

References (20)

Solution of an overdetermined system of equations in the l 1 norm [F4] (Citations: 56)

Quantile and Probability Curves Without Crossing (Citations: 21)

Using quantile regression for duration analysis (Citations: 21)

Improving the computation of censored quantile regressions (Citations: 16)

Counting Processes and Survival Analysis (Citations: 605)

Citations (12)

Multiple Imputation for M-Regression With Censored Covariates

Does Reduced IGF-1R Signaling in Igf1r+/− Mice Alter Aging?

Distinct regulation of B-type natriuretic peptide transcription by p38 MAPK isoforms

A facile synthesis of d- ribo-C 20-phytosphingosine and its C2 epimer from d-ribose

Further improvements in the calculation of Censored Quantile Regressions


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