TOBIT QUANTILE REGRESSION OF LEFT-CENSORED LONGITUDINAL DATA WITH INFORMATIVE OBSERVATION TIMES

doi:10.5705/ss.202016.0527

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	TOBIT QUANTILE REGRESSION OF LEFT-CENSORED LONGITUDINAL DATA WITH INFORMATIVE OBSERVATION TIMES
	Wang, Zhanfeng 1; Ding, Jieli 2; Sun, Liuquan3 ; Wu, Yaohua 1
	2018
发表期刊	STATISTICA SINICA
ISSN	1017-0405
卷号	28 期号:1 页码:527-548
摘要	In 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.
关键词	Bootstrap resampling estimating equations informative observation times left-censored longitudinal data Tobit quantile regression
DOI	10.5705/ss.202016.0527
语种	英语
资助项目	National 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研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000450209200023
出版者	STATISTICA SINICA
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/31746
专题	应用数学研究所
通讯作者	Wang, Zhanfeng
作者单位	1.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
推荐引用方式 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.