Survey Methodology
Weighted censored quantile regression

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by Chithran Vasudevan, Asokan Mulayath Variyath and Zhaozhi FanNote 1

  • Release date: May 7, 2019
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Abstract

In this paper, we make use of auxiliary information to improve the efficiency of the estimates of the censored quantile regression parameters. Utilizing the information available from previous studies, we computed empirical likelihood probabilities as weights and proposed weighted censored quantile regression. Theoretical properties of the proposed method are derived. Our simulation studies shown that our proposed method has advantages compared to standard censored quantile regression.

Key Words:      Empirical Likelihood; Right censoring; Kaplan-Meier Estimator.

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How to cite

Vasudevan, C., Variyath, A.M. and Fan, Z. (2019). Weighted censored quantile regression. Survey Methodology, Statistics Canada, Catalogue No. 12-001-X, Vol. 45, No. 1. Paper available at https://www150.statcan.gc.ca/n1/pub/12-001-x/2019001/article/00004-eng.htm.

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ISSN : 1492-0921

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Survey Methodology publishes articles dealing with various aspects of statistical development relevant to a statistical agency, such as design issues in the context of practical constraints, use of different data sources and collection techniques, total survey error, survey evaluation, research in survey methodology, time series analysis, seasonal adjustment, demographic studies, data integration, estimation and data analysis methods, and general survey systems development. The emphasis is placed on the development and evaluation of specific methodologies as applied to data collection or the data themselves. All papers will be refereed. However, the authors retain full responsibility for the contents of their papers and opinions expressed are not necessarily those of the Editorial Board or of Statistics Canada.

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Published by authority of the Minister responsible for Statistics Canada.

© Her Majesty the Queen in Right of Canada as represented by the Minister of Industry, 2019

Use of this publication is governed by the Statistics Canada Open Licence Agreement.

Catalogue No. 12-001-X

Frequency: Semi-annual

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Table of contents

Abstract - Article main page
Section 1. Introduction
Section 2. Estimation of weights using empirical likelihood
Section 3. Estimation of weighted censored quantile regression parameters
Section 4. Performance analysis
Section 5. Conclusions
Acknowledgements
References

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