Using quantile regression for duration analysis

DOI10.1007/S10182-006-0224-2MaRDI QIDQ862783zbMATH OpenOpenAlexFDO

Authors Bernd Fitzenberger, Ralf A. Wilke

Publication date 24 January 2007

Published in AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

Full work available at URL https://ub-madoc.bib.uni-mannheim.de/1182/1/dp0565.pdf

zbMATH Keywords

unobserved heterogeneityhazard rateCensored quantile regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• scientific article; zbMATH DE number 88840 (Why is no real title available?)
• scientific article; zbMATH DE number 1211747 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• An Alternative Estimator for the Censored Quantile Regression Model
• Censored Regression Quantiles
• Censored regression quantiles
• Econometric analysis of cross section and panel data.
• Exploring transition data through quantile regression methods: an application to U.S. unemployment duration
• Improving the computation of censored quantile regressions
• Least absolute deviations estimation for the censored regression model
• Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
• Reappraising Medfly Longevity
• Regression Quantiles
• Semiparametric estimation of employment duration models
• Simple resampling methods for censored regression quantiles
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
• Three-Step Censored Quantile Regression and Extramarital Affairs

Cited in

(8)

• Local quantile regression
• Competing risks quantile regression at work: in-depth exploration of the role of public child support for the duration of maternity leave
• Exploring transition data through quantile regression methods: an application to U.S. unemployment duration
• Quantile regression for duration models with time-varying regressors
• An integrated maximum score estimator for a generalized censored quantile regression model
• Quantile regression estimation of panel duration models with censored data
• Two-step estimation of censored quantile regression for duration models with time-varying regressors
• Median regression models for clustered, interval-censored survival data -- an application to prostate surgery study

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