Functional Censored Quantile Regression

被引:13
作者
Jiang, Fei [1 ]
Cheng, Qing [2 ]
Yin, Guosheng [3 ]
Shen, Haipeng [4 ]
机构
[1] Univ Hong Kong, Dept Stat & Actuarial Sci, Pokfulam, Hong Kong, Peoples R China
[2] Duke NUS Med Sch, Ctr Quantitat Med, Singapore, Singapore
[3] Univ Hong Kong, Dept Stat & Actuarial Sci, Stat & Actuarial Sci, Pokfulam, Hong Kong, Peoples R China
[4] Univ Hong Kong, Innovat & Informat Management, Pokfulam, Hong Kong, Peoples R China
关键词
B-spline; Censored quantile regression; Functional regression; Generalized approximate cross-validation; Time-varying effect; LINEAR-REGRESSION; MEDIAN REGRESSION; SURVIVAL ANALYSIS;
D O I
10.1080/01621459.2019.1602047
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
We propose a functional censored quantile regression model to describe the time-varying relationship between time-to-event outcomes and corresponding functional covariates. The time-varying effect is modeled as an unspecified function that is approximated via B-splines. A generalized approximate cross-validation method is developed to select the number of knots by minimizing the expected loss. We establish asymptotic properties of the method and the knot selection procedure. Furthermore, we conduct extensive simulation studies to evaluate the finite sample performance of our method. Finally, we analyze the functional relationship between ambulatory blood pressure trajectories and clinical outcome in stroke patients. The results reinforce the importance of the morning blood pressure surge phenomenon, whose effect has caught attention but remains controversial in the medical literature. for this article are available online.
引用
收藏
页码:931 / 944
页数:14
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