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

被引：7

作者：

Wang, Zhanfeng ^{[1
]}

Ding, Jieli ^{[2
]}

Sun, Liuquan ^{[3
]}

Wu, Yaohua ^{[1
]}

机构：

[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

来源：

STATISTICA SINICA | 2018年 / 28卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Bootstrap resampling; estimating equations; informative observation times; left-censored longitudinal data; Tobit quantile regression; SEMIPARAMETRIC REGRESSION; U-PROCESSES; MODELS; FAILURE; EVENT;

D O I：

10.5705/ss.202016.0527

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：

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.

引用

页码：527 / 548

页数：22

共 32 条

[1] Quantile regression of longitudinal data with informative observation times [J].

Chen, Xuerong ;

Tang, Niansheng ;

Zhou, Yong .

JOURNAL OF MULTIVARIATE ANALYSIS, 2016, 144 :176-188

[2] Dual vs single protease inhibitor therapy following antiretroviral treatment failure - A randomized trial [J].

Hammer, SM ;

Vaida, F ;

Bennett, KK ;

Holohan, MK ;

Sheiner, L ;

Eron, JJ ;

Wheat, LJ ;

Mitsuyasu, RT ;

Gulick, RM ;

Valentine, FT ;

Aberg, JA ;

Rogers, MD ;

Karol, CN ;

Saah, AJ ;

Lewis, RH ;

Bessen, LJ ;

Brosgart, C ;

DeGruttola, V ;

Mellors, JW .

JAMA-JOURNAL OF THE AMERICAN MEDICAL ASSOCIATION, 2002, 288 (02) :169-180

[3] Mixed effects models with censored data with application to HIV RNA levels [J].

Hughes, JP .

BIOMETRICS, 1999, 55 (02) :625-629

[4]

Hunter DR, 2000, J COMPUT GRAPH STAT, V9, P60

[5]

Jacqmin-Gadda H, 2000, Biostatistics, V1, P355, DOI 10.1093/biostatistics/1.4.355

[6] Bayesian analysis of quantile regression for censored dynamic panel data [J].

Kobayashi, Genya ;

Kozumi, Hideo .

COMPUTATIONAL STATISTICS, 2012, 27 (02) :359-380

[7]

Lange K, 2000, J COMPUT GRAPH STAT, V9, P1, DOI 10.2307/1390605

[8] Joint Modeling and Analysis of Longitudinal Data with Informative Observation Times [J].

Liang, Yu ;

Lu, Wenbin ;

Ying, Zhiliang .

BIOMETRICS, 2009, 65 (02) :377-384

[9] Accelerated failure time models for counting processes [J].

Lin, DY ;

Wei, LJ ;

Ying, ZL .

BIOMETRIKA, 1998, 85 (03) :605-618

[10] Semiparametric and nonparametric regression analysis of longitudinal data [J].

Lin, DY ;

Ying, Z .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2001, 96 (453) :103-113

← 1 2 3 4 →