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A command for Laplace regression

Author

Listed:
  • Matteo Bottai

    (Karolinska Institutet)

  • Nicola Orsini

    (Karolinska Institutet)

Abstract

We present the new laplace command for estimating Laplace regression, which models quantiles of a possibly censored outcome variable given covariates. We illustrate laplace with an example from a clinical trial on survival in patients with metastatic renal carcinoma. We also report the results of a small simulation study. Copyright 2013 by StataCorp LP.

Suggested Citation

  • Matteo Bottai & Nicola Orsini, 2013. "A command for Laplace regression," Stata Journal, StataCorp LP, vol. 13(2), pages 302-314, June.
    • Handle: RePEc:tsj:stataj:y:13:y:2013:i:2:p:302-314
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    References listed on IDEAS

    as
    1. Powell, James L., 1986. "Censored regression quantiles," Journal of Econometrics, Elsevier, vol. 32(1), pages 143-155, June.
    2. Dean Jolliffe & Bohdan Krushelnytskyy & Anastassia Semykina, 2001. "Censored least absolute deviations estimator: CLAD," Stata Technical Bulletin, StataCorp LP, vol. 10(58).
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    Cited by:

    1. Frumento, Paolo & Bottai, Matteo, 2017. "An estimating equation for censored and truncated quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 53-63.

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