A Partially Linear Censored Quantile Regression Model for Unemployment Duration
AbstractCensored Regression Quantile (CRQ) methods provide a powerful and flexible approach for the analysis of censored survival data when standard linear models are felt to be appropriate. In many cases however, greater flexibility is desired to go beyond the usual multiple regression paradigm. One area of common interest is that of partially linear models, where one (or more) of the explanatory variables are assumed to act on the response through a non-linear function. Here the CRQ approach (Portnoy, 2003) is extended to such partially linear setting. Basic consistency results are presented. A simulation experiment and analysis of unemployment data example justify the use of the partially linear approach over methods based on the Cox proportional hazards regression model and methods not permitting nonlinearity.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by IRISS at CEPS/INSTEAD in its series IRISS Working Paper Series with number 2008-07.
Length: 27 pages
Date of creation: Sep 2008
Date of revision:
Publication status: Forthcoming in Lifetime Data Analysis, DOI: 10.1007/s10985-009-9117-5
Contact details of provider:
Postal: 3, avenue de la Fonte, L-4364 Esch-sur-Alzette, G.-D. Luxembourg
Phone: 00352 / 58 58 55 - 1
Fax: 00352 / 58 58 55 - 700
Web page: http://iriss.ceps.lu/
More information through EDIRC
quantile regression ; partially linear models ; B-splines ; censored data ; unemployment duration;
This paper has been announced in the following NEP Reports:
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Sohn, Christophe & Reitel, Bernard & Walther, Olivier, 2009. "Cross-border metropolitan integration in Europe (Luxembourg, Basel and Geneva)," IRISS Working Paper Series 2009-02, IRISS at CEPS/INSTEAD.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Philippe Van Kerm).
If references are entirely missing, you can add them using this form.