Censored Quantile Regression Redux
Quantile regression for censored survival (duration) data offers a more flexible alternative to the Cox proportional hazard model for some applications. We describe three estimation methods for such applications that have been recently incorporated into the R package quantreg: the Powell (1986) estimator for fixed censoring, and two methods for random censoring, one introduced by Portnoy (2003), and the other by Peng and Huang (2008). The Portnoy and Peng-Huang estimators can be viewed, respectively, as generalizations to regression of the Kaplan-Meier and Nelson-Aalen estimators of univariate quantiles for censored observations. Some asymptotic and simulation comparisons are made to highlight advantages and disadvantages of the three methods.
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- Lindgren, Anna, 1997. "Quantile regression with censored data using generalized L1 minimization," Computational Statistics & Data Analysis, Elsevier, vol. 23(4), pages 509-524, February.
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