GLDreg (Q27073): Difference between revisions
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Property / last update: 13 May 2022 / rank | |||||||||||||||
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Property / author: Steve Su / rank | |||||||||||||||
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Property / cites work: Q92235 (Deleted Item) / rank | |||||||||||||||
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Property / cites work: Flexible parametric accelerated failure time model / rank | |||||||||||||||
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publication date: 9 December 2014
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publication date: 5 March 2015
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publication date: 4 July 2015
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publication date: 28 July 2016
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publication date: 26 December 2016
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publication date: 29 January 2017
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publication date: 28 February 2017
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publication date: 11 November 2014
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publication date: 23 January 2024
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Property / described by source: Flexible parametric quantile regression model / rank | |||||||||||||||
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23 January 2024
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Property / last update: 23 January 2024 / rank | |||||||||||||||
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Owing to the rich shapes of Generalised Lambda Distributions (GLDs), GLD standard/quantile/Accelerated Failure Time (AFT) regression is a competitive flexible model compared to standard/quantile/AFT regression. The proposed method has some major advantages: 1) it provides a reference line which is very robust to outliers with the attractive property of zero mean residuals and 2) it gives a unified, elegant quantile regression model from the reference line with smooth regression coefficients across different quantiles. For AFT model, it also eliminates the needs to try several different AFT models, owing to the flexible shapes of GLD. The goodness of fit of the proposed model can be assessed via QQ plots and Kolmogorov-Smirnov tests and data driven smooth test, to ensure the appropriateness of the statistical inference under consideration. Statistical distributions of coefficients of the GLD regression line are obtained using simulation, and interval estimates are obtained directly from simulated data. References include the following: Su (2015) "Flexible Parametric Quantile Regression Model" <doi:10.1007/s11222-014-9457-1>, Su (2021) "Flexible parametric accelerated failure time model"<doi:10.1080/10543406.2021.1934854>. | |||||||||||||||
Property / description: Owing to the rich shapes of Generalised Lambda Distributions (GLDs), GLD standard/quantile/Accelerated Failure Time (AFT) regression is a competitive flexible model compared to standard/quantile/AFT regression. The proposed method has some major advantages: 1) it provides a reference line which is very robust to outliers with the attractive property of zero mean residuals and 2) it gives a unified, elegant quantile regression model from the reference line with smooth regression coefficients across different quantiles. For AFT model, it also eliminates the needs to try several different AFT models, owing to the flexible shapes of GLD. The goodness of fit of the proposed model can be assessed via QQ plots and Kolmogorov-Smirnov tests and data driven smooth test, to ensure the appropriateness of the statistical inference under consideration. Statistical distributions of coefficients of the GLD regression line are obtained using simulation, and interval estimates are obtained directly from simulated data. References include the following: Su (2015) "Flexible Parametric Quantile Regression Model" <doi:10.1007/s11222-014-9457-1>, Su (2021) "Flexible parametric accelerated failure time model"<doi:10.1080/10543406.2021.1934854>. / rank | |||||||||||||||
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Property / author: Steve Su / rank | |||||||||||||||
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Property / author: R Development Core Team / rank | |||||||||||||||
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Property / copyright license: GNU General Public License / rank | |||||||||||||||
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edition/version: ≥ 3 (English) | |||||||||||||||
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Property / depends on software: GLDEX / rank | |||||||||||||||
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software version identifier: ≥ 2.0.0.5 | |||||||||||||||
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Q92235 (Deleted Item) | |||||||||||||||
Property / cites work: Q92235 (Deleted Item) / rank | |||||||||||||||
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Property / cites work: Flexible parametric accelerated failure time model / rank | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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Property / source code repository: https://github.com/cran/GLDreg / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:6103a648fc7cc12422dff6b6684a5615ff8d6576 / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:6103a648fc7cc12422dff6b6684a5615ff8d6576 / qualifier | |||||||||||||||
Property / Software Heritage ID: swh:1:snp:6103a648fc7cc12422dff6b6684a5615ff8d6576 / qualifier | |||||||||||||||
point in time: 30 January 2024
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 16:01, 21 March 2024
Fit GLD Regression/Quantile/AFT Model to Data
Language | Label | Description | Also known as |
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English | GLDreg |
Fit GLD Regression/Quantile/AFT Model to Data |
Statements
23 January 2024
0 references
Owing to the rich shapes of Generalised Lambda Distributions (GLDs), GLD standard/quantile/Accelerated Failure Time (AFT) regression is a competitive flexible model compared to standard/quantile/AFT regression. The proposed method has some major advantages: 1) it provides a reference line which is very robust to outliers with the attractive property of zero mean residuals and 2) it gives a unified, elegant quantile regression model from the reference line with smooth regression coefficients across different quantiles. For AFT model, it also eliminates the needs to try several different AFT models, owing to the flexible shapes of GLD. The goodness of fit of the proposed model can be assessed via QQ plots and Kolmogorov-Smirnov tests and data driven smooth test, to ensure the appropriateness of the statistical inference under consideration. Statistical distributions of coefficients of the GLD regression line are obtained using simulation, and interval estimates are obtained directly from simulated data. References include the following: Su (2015) "Flexible Parametric Quantile Regression Model" <doi:10.1007/s11222-014-9457-1>, Su (2021) "Flexible parametric accelerated failure time model"<doi:10.1080/10543406.2021.1934854>.
0 references
Q92235 (Deleted Item)
0 references