Smoothed and Corrected Score Approach to Censored Quantile Regression With Measurement Errors

2015
Censored quantile regression is an important alternative to the Cox proportional hazards model in survival analysis. In contrast to the usual central covariate effects, quantile regression can effectively characterize the covariate effects at different quantiles of the survival time. When covariates are measured with errors, it is known that naively treating mismeasured covariates as error-free would result in estimation bias. Under censored quantile regression, we propose smoothed and corrected estimating equations to obtain consistent estimators. We establish consistency and asymptotic normality for the proposed estimators of quantile regression coefficients. Compared with the naive estimator, the proposed method can eliminate the estimation bias under various measurement error distributions and model error distributions. We conduct simulation studies to examine the finite-sample properties of the new method and apply it to a lung cancer study. Supplementary materials for this article are available online.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
页码:1670-1683|卷号:110|期号:512
ISSN:0162-1459
收录类型
SSCI
发表日期
2015
学科领域
循证社会科学-方法
国家
中国
语种
英语
DOI
10.1080/01621459.2014.989323
其他关键词
COVARIATE MEASUREMENT ERRORS; IN-VARIABLES MODELS; LINEAR RANK-TESTS; MEDIAN REGRESSION; SURVIVAL ANALYSIS; ESTIMATOR
EISSN
1537-274X
资助机构
National Natural Science Foundation of ChinaNational Natural Science Foundation of China (NSFC); National Science FoundationNational Science Foundation (NSF); National Institute of Neurological Disorder and StrokeUnited States Department of Health & Human ServicesNational Institutes of Health (NIH) - USANIH National Institute of Neurological Disorders & Stroke (NINDS); Research Grants Council of Hong KongHong Kong Research Grants Council
资助信息
We thank two referees, the associate editor, and editor for their many constructive comments that have led to significant improvements in the article. Wu's research was partially supported by the National Natural Science Foundation of China, Ma's research by the National Science Foundation and National Institute of Neurological Disorder and Stroke, and Yin's research by the Research Grants Council of Hong Kong.
被引频次(WOS)
9
被引更新日期
2022-01
来源机构
University of Hong Kong Wuhan University University of South Carolina University of South Carolina System University of South Carolina Columbia
关键词
Censored data Check function Corrected estimating equation Kernel smoothing Measurement error Regression quantile Semiparametric method Survival analysis