Censored quantile regression model with time‐varying covariates under length‐biased sampling

Biometrics ◽  
2020 ◽  
Vol 76 (4) ◽  
pp. 1201-1215
Author(s):  
Zexi Cai ◽  
Tony Sit
Keyword(s):  
Quantile Regression ◽  
Regression Model ◽  
Biased Sampling ◽  
Time Varying ◽  
Censored Quantile Regression ◽  
Quantile Regression Model ◽  
Time Varying Covariates

A censored quantile regression approach for the analysis of time to event data

2016 ◽  
Vol 27 (3) ◽  
pp. 955-965 ◽  
Author(s):  
Xiaonan Xue ◽  
Xianhong Xie ◽  
Howard D Strickler
Keyword(s):  
Quantile Regression ◽  
Regression Model ◽  
Proportional Hazards ◽  
Proportional Hazards Model ◽  
Cox Proportional Hazards ◽  
Cox Proportional Hazards Model ◽  
Time To Event ◽  
Censored Quantile Regression ◽  
Quantile Regression Model ◽  
Hazards Model

The commonly used statistical model for studying time to event data, the Cox proportional hazards model, is limited by the assumption of a constant hazard ratio over time (i.e., proportionality), and the fact that it models the hazard rate rather than the survival time directly. The censored quantile regression model, defined on the quantiles of time to event, provides an alternative that is more flexible and interpretable. However, the censored quantile regression model has not been widely adopted in clinical research, due to the complexity involved in interpreting its results properly and consequently the difficulty to appreciate its advantages over the Cox proportional hazards model, as well as the absence of adequate validation procedure. In this paper, we addressed these limitations by (1) using both simulated examples and data from National Wilms’ Tumor clinical trials to illustrate proper interpretation of the censored quantile regression model and the differences and the advantages of the model compared to the Cox proportional hazards model; and (2) developing a validation procedure for the predictive censored quantile regression model. The performance of this procedure was examined using simulation studies. Overall, we recommend the use of censored quantile regression model, which permits a more sensitive analysis of time to event data together with the Cox proportional hazards model.

A nonparametric method for assessment of interactions in a median regression model for analyzing right censored data

2018 ◽  
Vol 28 (4) ◽  
pp. 1170-1187
Author(s):  
MinJae Lee ◽  
Mohammad H Rahbar ◽  
Hooshang Talebi
Keyword(s):  
Quantile Regression ◽  
Regression Model ◽  
Survival Data ◽  
Real Life ◽  
Simulation Studies ◽  
Median Regression ◽  
Right Censored Data ◽  
Censored Quantile Regression ◽  
Quantile Regression Model ◽  
The Impact

We propose a nonparametric test for interactions when we are concerned with investigation of the simultaneous effects of two or more factors in a median regression model with right censored survival data. Our approach is developed to detect interaction in special situations, when the covariates have a finite number of levels with a limited number of observations in each level, and it allows varying levels of variance and censorship at different levels of the covariates. Through simulation studies, we compare the power of detecting an interaction between the study group variable and a covariate using our proposed procedure with that of the Cox Proportional Hazard (PH) model and censored quantile regression model. We also assess the impact of censoring rate and type on the standard error of the estimators of parameters. Finally, we illustrate application of our proposed method to real life data from Prospective Observational Multicenter Major Trauma Transfusion (PROMMTT) study to test an interaction effect between type of injury and study sites using median time for a trauma patient to receive three units of red blood cells. The results from simulation studies indicate that our procedure performs better than both Cox PH model and censored quantile regression model based on statistical power for detecting the interaction, especially when the number of observations is small. It is also relatively less sensitive to censoring rates or even the presence of conditionally independent censoring that is conditional on the levels of covariates.

scholarly journals Improving estimations in quantile regression model with autoregressive errors

2018 ◽  
Vol 22 (Suppl. 1) ◽  
pp. 97-107 ◽  
Author(s):  
Bahadır Yuzbasi ◽  
Yasin Asar ◽  
Samil Sik ◽  
Ahmet Demiralp
Keyword(s):  
Quantile Regression ◽  
Regression Model ◽  
Simulation Experiment ◽  
Ordinary Least Squares ◽  
Least Squares Regression ◽  
White Noise Process ◽  
Respiratory Mortality ◽  
Explanatory Variables ◽  
Quantile Regression Model ◽  
Regression Approach

An important issue is that the respiratory mortality may be a result of air pollution which can be measured by the following variables: temperature, relative humidity, carbon monoxide, sulfur dioxide, nitrogen dioxide, hydrocarbons, ozone, and particulates. The usual way is to fit a model using the ordinary least squares regression, which has some assumptions, also known as Gauss-Markov assumptions, on the error term showing white noise process of the regression model. However, in many applications, especially for this example, these assumptions are not satisfied. Therefore, in this study, a quantile regression approach is used to model the respiratory mortality using the mentioned explanatory variables. Moreover, improved estimation techniques such as preliminary testing and shrinkage strategies are also obtained when the errors are autoregressive. A Monte Carlo simulation experiment, including the quantile penalty estimators such as lasso, ridge, and elastic net, is designed to evaluate the performances of the proposed techniques. Finally, the theoretical risks of the listed estimators are given.

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