KMS Of Academy of mathematics and systems sciences, CAS
| TOBIT QUANTILE REGRESSION OF LEFT-CENSORED LONGITUDINAL DATA WITH INFORMATIVE OBSERVATION TIMES | |
Wang, Zhanfeng1; Ding, Jieli2; Sun, Liuquan3 ; Wu, Yaohua1
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| 2018 | |
| Source Publication | STATISTICA SINICA
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| ISSN | 1017-0405 |
| Volume | 28Issue:1Pages:527-548 |
| Abstract | 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. |
| Keyword | Bootstrap resampling estimating equations informative observation times left-censored longitudinal data Tobit quantile regression |
| DOI | 10.5705/ss.202016.0527 |
| Language | 英语 |
| Funding Project | 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 Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000450209200023 |
| Publisher | STATISTICA SINICA |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/31746 |
| Collection | 应用数学研究所 |
| Corresponding Author | Wang, Zhanfeng |
| Affiliation | 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 |
| 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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