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Censored Quantile Regression & Monotonicity-Respecting Restoring

Yijian Huang

Last update: 22 June 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.3, 1.4, 1.5

Description

Perform censored quantile regression of Huang (2010) <doi:10.1214/09-AOS771>, and restore monotonicity respecting via adaptive interpolation for dynamic regression of Huang (2017) <doi:10.1080/01621459.2016.1149070>. The monotonicity-respecting restoration applies to general dynamic regression models including (uncensored or censored) quantile regression model, additive hazards model, and dynamic survival models of Peng and Huang (2007) <doi:10.1093/biomet/asm058>, among others.

Cites work

• Survival analysis with temporal covariate effects
• Quantile calculus and censored regression
• Restoration of Monotonicity Respecting in Dynamic Regression

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