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Comparison of quantile regression curves with censored data

Author

Listed:
  • Lorenzo Tedesco

    (KU Leuven)

  • Ingrid Van Keilegom

    (KU Leuven)

Abstract

This paper proposes a new test for the comparison of conditional quantile curves when the outcome of interest, typically a duration, is subject to right censoring. The test can be applied both in the case of two independent samples and for paired data, and can be used for the comparison of quantiles at a fixed quantile level, a finite set of levels or a range of quantile levels. The asymptotic distribution of the proposed test statistics is obtained both under the null hypothesis and under local alternatives. We describe a bootstrap procedure in order to approximate the critical values and present the results of a simulation study, in which the performance of the tests for small and moderate sample sizes is studied and compared with the behavior of alternative tests. Finally, we apply the proposed tests on a data set concerning diabetic retinopathy.

Suggested Citation

  • Lorenzo Tedesco & Ingrid Van Keilegom, 2023. "Comparison of quantile regression curves with censored data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(3), pages 829-864, September.
    • Handle: RePEc:spr:testjl:v:32:y:2023:i:3:d:10.1007_s11749-023-00854-1
    DOI: 10.1007/s11749-023-00854-1
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    References listed on IDEAS

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    2. Mickaël De Backer & Anouar El Ghouch & Ingrid Van Keilegom, 2020. "Linear censored quantile regression: A novel minimum‐distance approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1275-1306, December.
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    6. De Backer, Mickael & El Ghouch, Anouar & Van Keilegom, Ingrid, 2019. "An Adapted Loss Function for Censored Quantile Regression," LIDAM Reprints ISBA 2019054, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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