SIMEX method for censored quantile regression with measurement error

被引：3
|
作者：
Mao, Guangcai [1 ]
Wei, Yi [1 ]
Liu, Yanyan [1 ]
机构：
[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2017年 / 46卷 / 10期
基金：
美国国家科学基金会;
关键词：
Measurement error; Quantile regression; SIMEX method; Survival data; LINEAR-REGRESSION; MODELS;
D O I：
10.1080/03610918.2016.1242731
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Censored quantile regression serves as an important supplement to the Cox proportional hazards model in survival analysis. In addition to being exposed to censoring, some covariates may subject to measurement error. This leads to substantially biased estimate without taking this error into account. The SI Mutation-Extrapolation (SIMEX) method is an effective tool to handle the measurement error issue. We extend the SIMEX approach to the censored quantile regression with covariate measurement error. The algorithm is assessed via extensive simulations. A lung cancer study is analyzed to verify the validation of the proposed method.
引用
收藏
页码：7552 / 7560
页数：9
相关论文
共 50 条
  • [1] SIMEX estimation for quantile regression model with measurement error
    Yang, Yiping
    Zhao, Peixin
    Wu, Dongsheng
    [J]. STATISTICS AND ITS INTERFACE, 2023, 16 (01) : 545 - 552
  • [2] Estimation of sparse functional quantile regression with measurement error: a SIMEX approach
    Tekwe, Carmen D.
    Zhang, Mengli
    Carroll, Raymond J.
    Luan, Yuanyuan
    Xue, Lan
    Zoh, Roger S.
    Carter, Stephen J.
    Allison, David B.
    Geraci, Marco
    [J]. BIOSTATISTICS, 2022, 23 (04) : 1218 - 1241
  • [3] SIMEX estimation in parametric modal regression with measurement error
    Shi, Jianhong
    Zhang, Yujing
    Yu, Ping
    Song, Weixing
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2021, 157
  • [4] Quantile Regression With Measurement Error
    Wei, Ying
    Carroll, Raymond J.
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2009, 104 (487) : 1129 - 1143
  • [5] CENSORED QUANTILE REGRESSION WITH COVARIATE MEASUREMENT ERRORS
    Ma, Yanyuan
    Yin, Guosheng
    [J]. STATISTICA SINICA, 2011, 21 (02) : 949 - 971
  • [6] Correcting Measurement Error in Latent Regression Covariates via the MC-SIMEX Method
    Rutkowski, Leslie
    Zhou, Yan
    [J]. JOURNAL OF EDUCATIONAL MEASUREMENT, 2015, 52 (04) : 359 - 375
  • [7] Distributed Censored Quantile Regression
    Sit, Tony
    Xing, Yue
    [J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2023, 32 (04) : 1685 - 1697
  • [8] Censored quantile regression redux
    Koenker, Roger
    [J]. JOURNAL OF STATISTICAL SOFTWARE, 2008, 27 (06): : 1 - 25
  • [9] Envelopes for censored quantile regression
    Zhao, Yue
    Van Keilegom, Ingrid
    Ding, Shanshan
    [J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2022, 49 (04) : 1562 - 1585
  • [10] Censored Quantile Regression Forest
    Li, Alexander Hanbo
    Bradic, Jelena
    [J]. INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 108, 2020, 108 : 2109 - 2118
12345