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題 名 | Censored Quantile Regression with Covariate Measurement Errors |
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作 者 | Ma, Yanyuan; Yin, Guosheng; | 書刊名 | Statistica Sinica |
卷 期 | 21:2 2011.04[民100.04] |
頁 次 | 頁949-971 |
分類號 | 319.5 |
關鍵詞 | Averaging estimation; Bootstrap; Errors-in-variables problem; Regression quantiles; Semiparametric method; Survival data; |
語 文 | 英文(English) |
英文摘要 | Abstract: We study censored quantile regression with covariates measured with errors. We propose a composite quantile objective function based on inverse censoring-probability weighting, and an averaging estimator to improve estimation efficiency. Our procedure can eliminate the bias in the naive estimator that is obtained by treating mismeasured covariates as error-free. Using a combination of martingale and quantile regression techniques, we show that the proposed estimators for the regression coefficients are consistent and asymptotically normal. We conducted simulation studies to examine the finite-sample properties of the new method, and demonstrated efficiency gain of the averaging estimator over the single quantile regression estimator. For illustration, we applied our model to a lung cancer study. |
本系統中英文摘要資訊取自各篇刊載內容。