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Download or read book Quantile Regression With Censored Data written by and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Roger Koenker
Publisher : CRC Press
ISBN 13 : 1351646567
Total Pages : 739 pages
Book Rating : 4.3/5 (516 download)
Download or read book Handbook of Quantile Regression written by Roger Koenker and published by CRC Press. This book was released on 2017-10-12 with total page 739 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that minimizes sums of squared residuals, median regression minimizes sums of absolute residuals; quantile regression simply replaces symmetric absolute loss by asymmetric linear loss. Since its introduction in the 1970's by Koenker and Bassett, quantile regression has been gradually extended to a wide variety of data analytic settings including time series, survival analysis, and longitudinal data. By focusing attention on local slices of the conditional distribution of response variables it is capable of providing a more complete, more nuanced view of heterogeneous covariate effects. Applications of quantile regression can now be found throughout the sciences, including astrophysics, chemistry, ecology, economics, finance, genomics, medicine, and meteorology. Software for quantile regression is now widely available in all the major statistical computing environments. The objective of this volume is to provide a comprehensive review of recent developments of quantile regression methodology illustrating its applicability in a wide range of scientific settings. The intended audience of the volume is researchers and graduate students across a diverse set of disciplines.
Author : Cristina Davino
Publisher : John Wiley & Sons
ISBN 13 : 111997528X
Total Pages : 288 pages
Book Rating : 4.1/5 (199 download)
Download or read book Quantile Regression written by Cristina Davino and published by John Wiley & Sons. This book was released on 2013-12-31 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the implementation and interpretation of Quantile Regression models This book explores the theory and numerous applications of quantile regression, offering empirical data analysis as well as the software tools to implement the methods. The main focus of this book is to provide the reader with a comprehensive description of the main issues concerning quantile regression; these include basic modeling, geometrical interpretation, estimation and inference for quantile regression, as well as issues on validity of the model, diagnostic tools. Each methodological aspect is explored and followed by applications using real data. Quantile Regression: Presents a complete treatment of quantile regression methods, including, estimation, inference issues and application of methods. Delivers a balance between methodolgy and application Offers an overview of the recent developments in the quantile regression framework and why to use quantile regression in a variety of areas such as economics, finance and computing. Features a supporting website (www.wiley.com/go/quantile_regression) hosting datasets along with R, Stata and SAS software code. Researchers and PhD students in the field of statistics, economics, econometrics, social and environmental science and chemistry will benefit from this book.
Author : Abdelaati Daouia
Publisher : Springer Nature
ISBN 13 : 3030732495
Total Pages : 713 pages
Book Rating : 4.0/5 (37 download)
Download or read book Advances in Contemporary Statistics and Econometrics written by Abdelaati Daouia and published by Springer Nature. This book was released on 2021-06-14 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections. It addresses nonparametric statistics and econometrics, quantiles and expectiles, and advanced methods for complex data, including spatial and compositional data, as well as tools for empirical studies in economics and the social sciences. The book was written in honor of Christine Thomas-Agnan on the occasion of her 65th birthday. Given its scope, it will appeal to researchers and PhD students in statistics and econometrics alike who are interested in the latest developments in their field.
Author : Anna Lindgren
Publisher :
ISBN 13 :
Total Pages : 47 pages
Book Rating : 4.:/5 (186 download)
Download or read book Quantile Regression with Censored Data Using Generalized L1 Minimization written by Anna Lindgren and published by . This book was released on 1993 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stanislav Volgushev
Publisher :
ISBN 13 :
Total Pages : 120 pages
Book Rating : 4.:/5 (734 download)
Download or read book Non-parametric Quantile Regression for Censored Data written by Stanislav Volgushev and published by . This book was released on 2009 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bernd Fitzenberger
Publisher : Springer Science & Business Media
ISBN 13 : 3662115921
Total Pages : 325 pages
Book Rating : 4.6/5 (621 download)
Download or read book Economic Applications of Quantile Regression written by Bernd Fitzenberger and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantile regression has emerged as an essential statistical tool of contemporary empirical economics and biostatistics. Complementing classical least squares regression methods which are designed to estimate conditional mean models, quantile regression provides an ensemble of techniques for estimating families of conditional quantile models, thus offering a more complete view of the stochastic relationship among variables. This volume collects 12 outstanding empirical contributions in economics and offers an indispensable introduction to interpretation, implementation, and inference aspects of quantile regression.
Author : Thomas R. Fleming
Publisher : John Wiley & Sons
ISBN 13 : 111815066X
Total Pages : 454 pages
Book Rating : 4.1/5 (181 download)
Download or read book Counting Processes and Survival Analysis written by Thomas R. Fleming and published by John Wiley & Sons. This book was released on 2011-09-20 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "The book is a valuable completion of the literature in this field. It is written in an ambitious mathematical style and can be recommended to statisticians as well as biostatisticians." -Biometrische Zeitschrift "Not many books manage to combine convincingly topics from probability theory over mathematical statistics to applied statistics. This is one of them. The book has other strong points to recommend it: it is written with meticulous care, in a lucid style, general results being illustrated by examples from statistical theory and practice, and a bunch of exercises serve to further elucidate and elaborate on the text." -Mathematical Reviews "This book gives a thorough introduction to martingale and counting process methods in survival analysis thereby filling a gap in the literature." -Zentralblatt für Mathematik und ihre Grenzgebiete/Mathematics Abstracts "The authors have performed a valuable service to researchers in providing this material in [a] self-contained and accessible form. . . This text [is] essential reading for the probabilist or mathematical statistician working in the area of survival analysis." -Short Book Reviews, International Statistical Institute Counting Processes and Survival Analysis explores the martingale approach to the statistical analysis of counting processes, with an emphasis on the application of those methods to censored failure time data. This approach has proven remarkably successful in yielding results about statistical methods for many problems arising in censored data. A thorough treatment of the calculus of martingales as well as the most important applications of these methods to censored data is offered. Additionally, the book examines classical problems in asymptotic distribution theory for counting process methods and newer methods for graphical analysis and diagnostics of censored data. Exercises are included to provide practice in applying martingale methods and insight into the calculus itself.
Author : D. M. Dabrowska
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (258 download)
Download or read book Nonparametric Quantile Regression with Censored Data written by D. M. Dabrowska and published by . This book was released on 1987 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Victor Champonnois
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (134 download)
Download or read book Quantile Regression Analysis of Censored Data with Selection written by Victor Champonnois and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hsin-Ying Lin
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (126 download)
Download or read book Quantile Regression Analysis Based on Censored Data a Literature Review written by Hsin-Ying Lin and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Victor Chernozhukov
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Simple 3-Step Censored Quantile Regression and Extramarital Affairs written by Victor Chernozhukov and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper suggests simple 3- and 4-step estimators for censored quantile regression models with an envelope or a separation restriction on the censoring probability. The estimators are theoretically attractive (asymptotically as efficient as the celebrated Powell's censored least absolute deviation estimator). At the same time, they are conceptually simple and have trivial computational expenses. They are especially useful in samples of small size or models with many regressors, with desirable finite sample properties and small bias. The envelope restriction costs a small reduction of generality relative to the canonical censored regression quantile model, yet its main plausible features remain intact. The estimator can also be used to estimate a large class of traditional models, including normal Amemiya-Tobin model and many accelerated failure and proportional hazard models. The main empirical example involves a very large data-set on extramarital affairs, with high 68 percent censoring. We estimate 45-90 percent conditional quantiles. Effects of covariates are not representable as location-shifts. Less religious women, with fewer children, and higher status, tend to engage into the matters relatively more than their opposites, especially at the extremes. Marriage longevity effect is positive at moderately high quantiles and negative at high quantiles. Education and marriage happiness effects are negative, especially at the extremes. We also briefly consider the survival quantile regression on the Stanford heart transplant data. We estimate the age and prior surgery effects across survival quantiles.
Author : Stanislav Volgushev
Publisher :
ISBN 13 :
Total Pages : 47 pages
Book Rating : 4.:/5 (837 download)
Download or read book Nonparametric Quantile Regression for Twice Censored Data written by Stanislav Volgushev and published by . This book was released on 2009 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Seokwoo Jake Choi
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Quantile Autoregression for Censored Data written by Seokwoo Jake Choi and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantile autoregression (QAR) is particularly attractive for censored data. However, unlike the standard regression models, the autoregressive models must take account of censoring on both response and regressors. In this article, we show that the existing censored quantile regression methods produce consistent estimators for QAR models when using only the fully observed regressors. A new algorithm is proposed to provide a censored QAR estimator by adopting imputation methods. The algorithm redistributes probability mass of censored points appropriately and iterates towards self-consistent solutions. Monte Carlo simulations and empirical applications are conducted to demonstrate merits of the proposed method.
Author : Victor Chernozhukov
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (498 download)
Download or read book Simple Three-step Censored Quantile Regression and Extramartial Affairs written by Victor Chernozhukov and published by . This book was released on 2001 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper suggests simple 3- and 4-step estimators for censored quantile regression models with an envelope or a separation restriction on the censoring probability. The estimators are theoretically attractive (asymptotically as efficient as the celebrated Powell's censored least absolute deviation estimator). At the same time, they are conceptually simple and have trivial computational expenses. They are especially useful in samples of small size or models with many regressors, with desirable finite sample properties and small bias. The envelope restriction costs a small reduction of generality relative to the canonical censored regression quantile model, yet its main plausible features remain intact. The estimator can also be used to estimate a large class of traditional models, including normal Amemiya-Tobin model and many accelerated failure and proportional hazard models. The main empirical example involves a very large data-set on extramarital affairs, with high 68 percent censoring. We estimate 45-90 percent conditional quantiles. Effects of covariates are not representable as location-shifts. Less religious women, with fewer children, and higher status, tend to engage into the matters relatively more than their opposites, especially at the extremes. Marriage longevity effect is positive at moderately high quantiles and negative at high quantiles. Education and marriage happiness effects are negative, especially at the extremes. We also briefly consider the survival quantile regression on the Stanford heart transplant data. We estimate the age and prior surgery effects across survival quantiles. Keywords: Quantile regression, median regression, censoring, duration, survival, classification, discriminant analysis. JEL Classifications: C14, C24, C41, C51, D13.
Author : Mara Tableman
Publisher : CRC Press
ISBN 13 : 0203501411
Total Pages : 277 pages
Book Rating : 4.2/5 (35 download)
Download or read book Survival Analysis Using S written by Mara Tableman and published by CRC Press. This book was released on 2003-07-28 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: Survival Analysis Using S: Analysis of Time-to-Event Data is designed as a text for a one-semester or one-quarter course in survival analysis for upper-level or graduate students in statistics, biostatistics, and epidemiology. Prerequisites are a standard pre-calculus first course in probability and statistics, and a course in applied linear regression models. No prior knowledge of S or R is assumed. A wide choice of exercises is included, some intended for more advanced students with a first course in mathematical statistics. The authors emphasize parametric log-linear models, while also detailing nonparametric procedures along with model building and data diagnostics. Medical and public health researchers will find the discussion of cut point analysis with bootstrap validation, competing risks and the cumulative incidence estimator, and the analysis of left-truncated and right-censored data invaluable. The bootstrap procedure checks robustness of cut point analysis and determines cut point(s). In a chapter written by Stephen Portnoy, censored regression quantiles - a new nonparametric regression methodology (2003) - is developed to identify important forms of population heterogeneity and to detect departures from traditional Cox models. By generalizing the Kaplan-Meier estimator to regression models for conditional quantiles, this methods provides a valuable complement to traditional Cox proportional hazards approaches.
Author : Nicholas P. Jewell
Publisher : Springer Science & Business Media
ISBN 13 : 1475712294
Total Pages : 413 pages
Book Rating : 4.4/5 (757 download)
Download or read book AIDS Epidemiology written by Nicholas P. Jewell and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1974, the Societal Institute of the Mathematical Sciences (SIMS) initiated a series of five-day Research Application Conferences (RAC's) at Alta, Utah, for the purpose of probing in depth societal fields in light of their receptivity to mathematical and statistical analysis. The first eleven conferences addressed ecosystems, epidemiology, energy, environmental health, time series and ecological processes, energy and health, energy conversion and fluid mechanics, environmental epidemiology: risk assessment, atomic bomb survival data: utilization and analysis, modem statistical methods in chronic disease epidemiology and scientific issues in quantitative cancer risk assess ment. These Proceedings are a result of the twelfth conference on Statistical Methodology for Study of the AIDS Epidemic which was held in 1991 at the Mathematical Sciences Research Institute, Berkeley, California. For five days, 45 speakers and observers contributed their expertise in the relevant biology and statistics. The presentations were timely and the discussion was both enlightening and at times spirited. Members of the Program Committee for the Conference were Klaus Dietz (University of Tiibingen, Germany), Vernon T. Farewell (University of Waterloo, Ontario), and Nicholas P. Jewell (University of California, Berke ley) (Chair). The Conference was supported by a grant to SIMS from the National Institute of Drug Abuse. D. L. Thomsen, Jr.
