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TOBIT QUANTILE REGRESSION OF LEFT-CENSORED LONGITUDINAL DATA WITH INFORMATIVE OBSERVATION TIMES
Wang, Zhanfeng1; Ding, Jieli2; Sun, Liuquan3; Wu, Yaohua1
2018
Source PublicationSTATISTICA SINICA
ISSN1017-0405
Volume28Issue:1Pages:527-548
AbstractIn many longitudinal studies, longitudinal responses are subject to leftcensoring and may be correlated with observation times. In this article, we propose a Tobit quantile regression model for the analysis of left-censored longitudinal data with informative observation times and with the longitudinal responses allowed to depend on the past observation history. Estimating equation approaches are developed for parameter estimation, and the resulting estimators are shown to be consistent and asymptotically normal. A modified Majorize-Minimize algorithm is proposed to compute the proposed estimators. Simulation studies show that the proposed estimators perform well. An application to a data set from an AIDS clinical trial study is provided.
KeywordBootstrap resampling estimating equations informative observation times left-censored longitudinal data Tobit quantile regression
DOI10.5705/ss.202016.0527
Language英语
Funding ProjectNational Natural Science Foundation of China[11231010] ; National Natural Science Foundation of China[11690015] ; National Natural Science Foundation of China[11671310] ; National Natural Science Foundation of China[11471302] ; Key Laboratory of RCSDS, CAS[2008DP173182] ; BCMIIS
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000450209200023
PublisherSTATISTICA SINICA
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/31746
Collection应用数学研究所
Affiliation1.Univ Sci & Technol China, Sch Management, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China
2.Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Wang, Zhanfeng,Ding, Jieli,Sun, Liuquan,et al. TOBIT QUANTILE REGRESSION OF LEFT-CENSORED LONGITUDINAL DATA WITH INFORMATIVE OBSERVATION TIMES[J]. STATISTICA SINICA,2018,28(1):527-548.
APA Wang, Zhanfeng,Ding, Jieli,Sun, Liuquan,&Wu, Yaohua.(2018).TOBIT QUANTILE REGRESSION OF LEFT-CENSORED LONGITUDINAL DATA WITH INFORMATIVE OBSERVATION TIMES.STATISTICA SINICA,28(1),527-548.
MLA Wang, Zhanfeng,et al."TOBIT QUANTILE REGRESSION OF LEFT-CENSORED LONGITUDINAL DATA WITH INFORMATIVE OBSERVATION TIMES".STATISTICA SINICA 28.1(2018):527-548.
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