Search Results

CPOISSON: Stata module to estimate censored Poisson regression,
Joseph Hilbe, from Boston College Department of Economics (2009)
Keywords: censoring, Poisson regression, maximum likelihood

Forecasting newspaper demand with censored regression,
M Kiygi Calli and M Weverbergh, in Journal of the Operational Research Society (2009)
Keywords: censored regression, decision analysis, forecasting, distribution

Forecasting newspaper demand with censored regression,
Meltem Kiygi Calli and Marcel Weverbergh, from University of Antwerp, Faculty of Business and Economics (2008)
Keywords: Censored regression, Decision analysis, Forecasting, Distribution

CENSORNB: Stata module to estimate censored negative binomial regression as survival model,
Joseph Hilbe, from Boston College Department of Economics (2005)
Keywords: censoring, negative binomial regression, survival

An estimating equation for censored and truncated quantile regression,
Paolo Frumento and Matteo Bottai, in Computational Statistics & Data Analysis (2017)
Keywords: Censored and truncated quantile regression; ctqr; Survival analysis;

Local polynomial regression with truncated or censored response,
Maria Karlsson, Eva Cantoni and Xavier de Luna, from IFAU - Institute for Evaluation of Labour Market and Education Policy (2009)
Keywords: Non-parametric regression; truncation; censoring; asymptotic properties

A note on estimating censored quantile regressions,
Bernd Fitzenberger, from University of Konstanz, Center for International Labor Economics (CILE) (1994)
Keywords: Censored Quantile Regression, Consistency, Asymptotic Normality, Interpolation Property, Algorithms

Testing error heterogeneity in censored linear regression,
Caiyun Fan, Wenbin Lu and Yong Zhou, in Computational Statistics & Data Analysis (2021)
Keywords: Censored linear regression; Error heterogeneity; Kernel machine regression; Resampling;

Bias-Corrected Quantile Regression Estimation of Censored Regression Models,
Pavel Cizek and S. Sadikoglu, from Tilburg University, Center for Economic Research (2014)
Keywords: asymptotic normality; censored regression; indirect inference; quantile regression

Bias-corrected quantile regression estimation of censored regression models,
Pavel Cizek and S. Sadikoglu, in Statistical Papers (2018)
Keywords: Asymptotic normality, Censored regression, Indirect inference, Quantile regression

Threshold effect test in censored quantile regression,
Yanlin Tang, Xinyuan Song and Zhongyi Zhu, in Statistics & Probability Letters (2015)
Keywords: Covariate-threshold; Hypothesis testing; Inverse-censoring-probability-weighted quantile regression; Random censoring;

An informative subset-based estimator for censored quantile regression,
Yanlin Tang, Huixia Wang, Xuming He and Zhongyi Zhu, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2012)
Keywords: Asymptotic efficiency, Censoring probability, Fixed censoring, Informative subset, Nonparametric, Quantile regression, 62G05, 62G20, 62N02,

Endogenously censored median regression with an application to benefit elasticity of US unemployment duration,
Arkadiusz Szydłowski, in Economics Letters (2017)
Keywords: Quantile regression; Partial identification; Unemployment duration; Censoring;

Censored regression analysis in large samples with many zero observations,
Philip Hans Franses, Erica Slagter and Jan Cramer, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1999)
Keywords: censored regression, logit model, selective sampling

Censored Quantile Regressions and the Length of Unemployment Periods in West Germany,
Zhang Xuan, Ralf Wilke and Elke Lüdemann, from ZEW - Leibniz Centre for European Economic Research (2005)
Keywords: censored quantile regression, unemployment duration, administrative data

Focused information criterion and model averaging in censored quantile regression,
Jiang Du, Zhongzhan Zhang and Tianfa Xie, in Metrika: International Journal for Theoretical and Applied Statistics (2017)
Keywords: FIC, Random censoring, Model uncertainty, Quantile regression

Weighted quantile regression for censored data with application to export duration data,
Xiaofeng Lv, Gupeng Zhang, Xinkuo Xu and Qinghai Li, in Statistical Papers (2019)
Keywords: Censored quantile regression, Aalen estimator, Export duration

Performance of Various Estimators for Censored Response Models with Endogenous Regressors,
Changhui Kang and Myoung-jae Lee, from Institute of Economic Research, Korea University (2009)
Keywords: censored response, tobit, endogenous regressors, instruments

CQIV: Stata module to perform censored quantile instrumental variables regression,
Victor Chernozhukov, Ivan Fernandez-Val, Sukjin Han and Amanda Kowalski, from Boston College Department of Economics (2019)
Keywords: quantile regression, censored quantiles, instrumental variables, IV

CPOISSONE: Stata module to estimate censored Poisson regression (econometric parameterization),
Joseph Hilbe, from Boston College Department of Economics (2009)
Keywords: Poisson regression, censoring, maximum likelihood, count data

Censored Quantile Regressions and the Length of Unemployment Periods in West Germany,
Elke Lüdemann, Ralf Wilke and Xuan Zhang, from ZEW - Leibniz Centre for European Economic Research (2004)
Keywords: censored quantile regression, unemployment duration, register data

Low dimensional semiparametric estimation in a censored regression model,
Ignacio Moral-Arce, Juan M. Rodríguez-Póo and Stefan Sperlich, in Journal of Multivariate Analysis (2011)
Keywords: Semiparametric censored regression Partial linear additive models Marginal integration

Self-consistent estimation of censored quantile regression,
Limin Peng, in Journal of Multivariate Analysis (2012)
Keywords: Censoring; Martingale; Regression quantile; Self-consistency; Stochastic integral equation;

Estimation of Censored Regression Model: A Simulation Study,
Chunrong Ai and Qiong Zhou, in Frontiers of Economics in China-Selected Publications from Chinese Universities (2012)
Keywords: panel data, censored regression, finite sample performance, Monte Carlo study

Tree-based censored regression with applications in insurance,
Olivier Lopez, Xavier Milhaud and Pierre-Emmanuel Thérond, from HAL (2016)
Keywords: Survival analysis,censoring,regression tree,model selection,insurance,CART

Comparison of quantile regression curves with censored data,
Lorenzo Tedesco and Ingrid Van Keilegom, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2023)
Keywords: Bootstrap, Censored data, Comparison of quantile curves, Quantile regression, Survival analysis

Hazard Rate Estimation in Nonparametric Regression with Censored Data,
Ingrid Van Keilegom and Noël Veraverbeke, in Annals of the Institute of Statistical Mathematics (2001)
Keywords: Asymptotic representation, hazard rate, nonparametric regression, right censoring, weak convergence,

Edgeworth expansion in censored linear regression model,
Gensheng Qin and Bing-Yi Jing, in Annals of the Institute of Statistical Mathematics (2003)
Keywords: Censored data, regression, martingale, asymptoticU-statistic, Edgeworth expansion,

Single index quantile regression for censored data,
Eliana Christou and Michael G. Akritas, in Statistical Methods & Applications (2019)
Keywords: Censored data, Dimension reduction, Index model, Quantile regression

Heteroskedasticity and Distributional Assumptions in the Censored Regression Model,
James McDonald and Hieu Nguyen, from Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory (2012)
Keywords: censored regression, Tobit, partially adaptive estimators, heteroskedasticity, non-normality

The proportional hazards regression with a censored covariate,
Sungim Lee, S. H. Park and Jinho Park, in Statistics & Probability Letters (2003)
Keywords: Censored covariate Partial likelihood Kaplan-Meier estimator Martingale central limit theorem Proportional hazards regression model

Recent contributions to censored regression models,
C. Radhakrishna Rao and L. Zhao, in Metrika: International Journal for Theoretical and Applied Statistics (1995)
Keywords: Censored regression model, Least absolute deviation estimation, Tests of linear hypotheses, Tobit model, Weak consistency,

A-Spline Regression for Fitting a Nonparametric Regression Function with Censored Data,
Ersin Yılmaz, Syed Ejaz Ahmed and Dursun Aydın, in Stats (2020)
Keywords: adaptive splines; nonparametric regression; right-censored data; synthetic data transformation

Empirical likelihood inference for median regression models for censored survival data,
Gengsheng Qin and Min Tsao, in Journal of Multivariate Analysis (2003)
Keywords: Empirical likelihood Censored data Median regression Normal approximation Quantile regression

A Stochastic EM Algorithm for Quantile and Censored Quantile Regression Models,
Fengkai Yang, in Computational Economics (2018)
Keywords: Stochastic EM algorithm, Quantile regression, Censored quantile regression, Gibbs sampling

Location estimation in nonparametric regression with censored data,
Cédric Heuchenne and Ingrid Van Keilegom, in Journal of Multivariate Analysis (2007)
Keywords: Bandwidth Censored regression Kernel estimation Location-scale model Nonparametric regression Survival analysis

Semiparametric robust estimation of truncated and censored regression models,
Pavel Cizek, in Journal of Econometrics (2012)
Keywords: Asymptotic normality; Censored regression; One-step estimation; Robust estimation; Trimming; Truncated regression;

Fitting censored quantile regression by variable neighborhood search,
Rima Rajab, Milan Dražić, Nenad Mladenović, Pavle Mladenović and Keming Yu, in Journal of Global Optimization (2015)
Keywords: Censored regression, Powell estimator, Quantile regression, Global optimization, Metaheuristics, Variable neighborhood search,

A Bootstrap Approach to Nonparametric Regression for Right Censored Data,
Gang Li and Somnath Datta, in Annals of the Institute of Statistical Mathematics (2001)
Keywords: Bootstrap, Beran's estimate, censoring, confidence bands, confidence intervals, Kaplan-Meier estimate, nonparametric regression, quantile regression,

Semiparametric Robust Estimation of Truncated and Censored Regression Models,
Pavel Cizek, from Tilburg University, Center for Economic Research (2008)
Keywords: Asymptotic normality; censored regression; one-step estimation; robust esti- mation; trimming; truncated regression

How useful are (Censored) Quantile Regressions for Contingent Valuation?,
Victor Champonnois and Olivier Chanel, from FAERE - French Association of Environmental and Resource Economists (2016)
Keywords: contingent valuation, quantile regression, censored quantile regression, Monte Carlo simulations, flood

Quantile Regression with Censoring and Endogeneity,
Victor Chernozhukov, Ivan Fernandez-Val and Amanda Kowalski, from Cowles Foundation for Research in Economics, Yale University (2011)
Keywords: Censored, Quantile, Instrumental variable, Censoring, Endogeneity, Engel curve, Alcohol

Testing for one-sided alternatives in nonparametric censored regression,
Cédric Heuchenne and Juan Pardo-Fernández, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2012)
Keywords: Bootstrap, Comparison of regression curves, Kernel estimation, Nonparametric regression, Nonparametric regression residuals, Right censoring, Survival analysis, 62G08, 62G10, 62N03,

Two-step estimation of censored quantile regression for duration models with time-varying regressors,
Songnian Chen, in Journal of Econometrics (2023)
Keywords: Quantile regression; Censoring; Time-varying regressors; Duration analysis;

The copula-graphic estimator in censored nonparametric location-scale regression models,
Aleksandar Sujica and Ingrid Van Keilegom, in Econometrics and Statistics (2018)
Keywords: Asymptotic normality; Asymptotic representation; Copula; Dependent censoring; Kernel estimator; Nonparametric regression; Right censoring;

Maximum deviation of error density estimators in censored linear regression,
Fuxia Cheng, in Statistics & Probability Letters (2012)
Keywords: Censored linear regression; Kaplan–Meier estimator; Right censored data; Kernel density estimation; Maximum deviation;

Empirical likelihood for median regression model with designed censoring variables,
Pingshou Zhong and Hengjian Cui, in Journal of Multivariate Analysis (2010)
Keywords: Empirical likelihood Designed censoring Fixed censoring Median regression model Confidence region

Asymptotic Properties of Hazard Rate Estimator in Censored Linear Regression,
Fuxia Cheng, in Sankhya A: The Indian Journal of Statistics (2017)
Keywords: Censored linear regression, Right censored data, Kaplan-Meier estimator, Kernel estimation, Hazard rate estimator

Quantile regression with interval-censored data in questionnaire-based studies,
Angel G. Angelov, Magnus Ekström, Klarizze Puzon, Agustin Arcenas and Bengt Kriström, in Computational Statistics (2024)
Keywords: Interval-censored data, Dependent censoring, Self-selected interval, Quantile regression, Estimating equation

Testing for uniform wage trends in West-Germany: A cohort analysis using quantile regressions for censored data,
Reinhard Hujer, Bernd Fitzenberger, Reinhold Schnabel and Thomas E. MaCurdy, in Empirical Economics (2001)
Keywords: wage inequality · cohort analysis · quantile regression · censoring.

Bandwidth Selection Problem for Nonparametric Regression Model with Right-Censored Data,
Dursun Aydin and Ersin Yilmaz, in Romanian Statistical Review (2017)
Keywords: Kernel Smoothing, Kaplan-Meier Estimator, Nonparametric Regression, Censored data

An Extended Weibull Regression for Censored Data: Application for COVID-19 in Campinas, Brazil,
Gabriela M. Rodrigues, Edwin M. M. Ortega, Gauss M. Cordeiro and Roberto Vila, in Mathematics (2022)
Keywords: censored data; COVID-19; odd log-logistic Weibull; regression model

Nonparametric regression models for right-censored data using Bernstein polynomials,
Muhtarjan Osman and Sujit K. Ghosh, in Computational Statistics & Data Analysis (2012)
Keywords: Bernstein polynomials; Censored data; Nonparametric regression; Nonproportional hazards; Sieve;

Weighted composite quantile estimation and variable selection method for censored regression model,
Linjun Tang, Zhangong Zhou and Changchun Wu, in Statistics & Probability Letters (2012)
Keywords: Composite quantile regression; Inverse-censoring-probability; Variable selection;

Stochastic integrals of empirical-type processes with applications to censored regression,
Tze Leung Lai and Zhiliang Ying, in Journal of Multivariate Analysis (1988)
Keywords: empirical processes metric entropy exponential inequalities stochastic integrals censored regression

Variance estimation in censored quantile regression via induced smoothing,
Lei Pang, Wenbin Lu and Huixia Judy Wang, in Computational Statistics & Data Analysis (2012)
Keywords: Censored quantile regression; Smoothing; Survival analysis; Variance estimation;

Censored quantile regressions and the length of unemployment periods in West Germany,
Elke Lüdemann, Ralf Wilke and Xuan Zhang, in Empirical Economics (2006)
Keywords: Censored quantile regression, Unemployment duration, Administrative data, C24, J64,

The Japanese Taylor rule estimated using censored quantile regressions,
Jau-er Chen and Masanori Kashiwagi, in Empirical Economics (2017)
Keywords: Quantile regression, Censoring, Japan, Taylor rule, Zero lower bound

Non-crossing weighted kernel quantile regression with right censored data,
Sungwan Bang, Soo-Heang Eo, Yong Mee Cho, Myoungshic Jhun and HyungJun Cho, in Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data (2016)
Keywords: Kernel, Multiple quantiles regression, Non-crossing, Right censored data

Estimation in nonparametric location-scale regression models with censored data,
Cédric Heuchenne and Ingrid Keilegom, in Annals of the Institute of Statistical Mathematics (2010)
Keywords: Bandwidth, Bootstrap, Kernel estimation, Nonparametric regression, Right censoring, Survival analysis,

An empirical likelihood method for quantile regression models with censored data,
Qibing Gao, Xiuqing Zhou, Yanqin Feng, Xiuli Du and XiaoXiao Liu, in Metrika: International Journal for Theoretical and Applied Statistics (2021)
Keywords: Quantile regression model, Empirical likelihood method, Censored data, Asymptotic properties

A maximum likelihood method for latent class regression involving a censored dependent variable,
Kamel Jedidi, Venkatram Ramaswamy and Wayne Desarbo, in Psychometrika (1993)
Keywords: censored regression, latent class analysis, maximum likelihood estimation, consumer psychology,

Determinants of Lifetime Unemployment: A Micro Data Analysis with Censored Quantile Regressions,
Achim Schmillen and Joachim Möller, from Institute of Labor Economics (IZA) (2010)
Keywords: occupation-specific human capital, censored quantile regressions, lifetime unemployment

Determinants of Lifetime Unemployment - A Micro Data Analysis with Censored Quantile Regressions,
Achim Schmillen and Joachim Möller, from Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2009)
Keywords: Lifetime unemployment, Censored-Quantile Regressions, Occupations specific human capital

A partially adaptive estimator for the censored regression model based on a mixture of normal distributions,
Steven B Caudill, in Statistical Methods & Applications (2012)
Keywords: Partially adaptive estimator, Censored regression model, Tobit model, C240,

Determinants of Lifetime Unemployment. A Micro Data Analysis with Censored Quantile Regressions,
Achim Schmillen and Joachim Möller, from Bavarian Graduate Program in Economics (BGPE) (2010)
Keywords: Lifetime unemployment, Censored quantile regressions, Occupation-specific human capital

Interval-Censored Regression with Non-Proportional Hazards with Applications,
Fábio Prataviera, Elizabeth M. Hashimoto, Edwin M. M. Ortega, Taciana V. Savian and Gauss M. Cordeiro, in Stats (2023)
Keywords: interval-censored data; non-proportional hazards; regression model; residual deviance; survival analysis

Censored Linear Regression for Case-Cohort Studies,
Bin Nan, Menggang Yu and Jack Kalbfleisch, from Berkeley Electronic Press (2004)
Keywords: Case-cohort design, Censored linear regression, Counting processes, Martin-gales, Rank statistic ,

Censored multiple regression by the method of average derivatives,
Xuewen Lu and M.D. Burke, in Journal of Multivariate Analysis (2005)
Keywords: Asymptotic normality Average derivative CADE regression Censoring Data transformation Kernel smoothing Local polynomial

A quantile regression estimator for interval-censored data,
Frumento Paolo, in The International Journal of Biostatistics (2023)
Keywords: interval-censored quantile regression, R package ctqr, signal Tandmobiel®data, two-step estimation

The Log-Logistic Regression Model Under Censoring Scheme,
Lucas David Ribeiro-Reis, in Methodology and Computing in Applied Probability (2023)
Keywords: Log-logistic distribution, Log-logistic regression model, Median, Maximum likelihood, Censored data, Reliability analyses

Smoothed quantile regression for censored residual life,
Kyu Hyun Kim, Daniel J. Caplan and Sangwook Kang, in Computational Statistics (2023)
Keywords: Induced smoothing, Inverse of censoring weighting, Median regression, Resampling, Sandwich estimator, Survival analysis

Censored Quantile Regressions and the Determinants of Real Estate Liquidity,
Marcelo Cajias, Philipp Freudenreich, Anna Heller and Wolfgang Schaefers, from European Real Estate Society (ERES) (2018)
Keywords: Censored quantile regressions; Cox-hazard; German housing; Real estate liquidity; Time on Market

BUCKLEY: Stata module to implement Buckley-James method for analysing censored data,
James Cui, from Boston College Department of Economics (2006)
Keywords: censoring, Buckley-James, regression

Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation,
Sule Alan, Honoré Bo E., Luojia Hu and Søren Leth-Petersen, in Journal of Econometric Methods (2014)
Keywords: censored regression, panel data, truncated regression, JEL Code: C20; C23; C24

Polynomial Regression with Censored Data based on Preliminary Nonparametric Estimation,
Cédric Heuchenne and Ingrid Keilegom, in Annals of the Institute of Statistical Mathematics (2007)
Keywords: Bandwidth, Bootstrap, Kernel estimation, Least squares estimation, Linear regression, Nonparametric regression, Right censoring, Survival analysis,

Quantile Regression Analysis of Censored Data with Selection An Application to Willingness-to-Pay Data,
Victor Champonnois, Olivier Chanel and Costin Protopopescu, from HAL (2022)
Keywords: Censored Quantile Regression,Contingent Valuation,Flood,Monte Carlo Experiment,Quantile Regression,Selection Model,Willingness to Pay

Quantile Regression Analysis of Censored Data with Selection An Application to Willingness-to-Pay Data,
Victor Champonnois, Olivier Chanel and Costin Protopopescu, from Aix-Marseille School of Economics, France (2022)
Keywords: Censored Quantile Regression; Contingent Valuation; Flood; Monte Carlo Experiment; Quantile Regression; Selection Model; Willingness to Pay

Quantile based dimension reduction in censored regression,
Mei Yan, Efang Kong and Yingcun Xia, in Computational Statistics & Data Analysis (2020)
Keywords: Censored data; Cross-validation; Local polynomial smoothing; Quantile regression; Redistribution-of-mass; Semi-parametric models; Sufficient dimension reduction;

Censored broken adaptive ridge regression in high-dimension,
Jeongjin Lee, Taehwa Choi and Sangbum Choi, in Computational Statistics (2024)
Keywords: Broken adaptive ridge regression, Buckley-James estimator, Accelerated failure time model, Double censoring, Variable selection, Coordinate descent

An algorithm for censored quantile regressions,
Thanasis Stengos and Dianqin Wang, in Economics Bulletin (2007)
Keywords: Cencored Quantile Regression

Right-censored Poisson regression model,
Rafal Raciborski, in Stata Journal (2011)
Keywords: rcpoisson, censoring, count data, Poisson model

Gifts and sponsored trips for doctors matter more for sales of MNCs?(an application of censored regression),
Syed Hasan, Muhammad Subhani and Amber Osman, from University Library of Munich, Germany (2012)
Keywords: Marketing Strategies, Sales, MNCs, Pharmaceutical Industry, Censored regression, Tobit model

Adjusting VAT rates to promote healthier diets in Norway: A censored quantile regression approach,
Geir Wæhler Gustavsen and Kyrre Rickertsen, in Food Policy (2013)
Keywords: Censored quantile regression; Food purchases; Obesity; Subsidy; Tax;

Exploring the determinants of real estate liquidity from an alternative perspective: censored quantile regression in real estate research,
Marcelo Cajias, Philipp Freudenreich and Anna Freudenreich, in Journal of Business Economics (2020)
Keywords: Residential, Housing, Liquidity, Censored quantile regression, Time on market

MCMCCQREG: Stata module to perform simulation assisted estimation of censored quantile regression using adaptive Markov chain Monte Carlo,
Matthew Baker, from Boston College Department of Economics (2013)
Keywords: Adaptive Markov chain Monte Carlo, censored quantile regression, median estimator

Quantile regression methods with varying-coefficient models for censored data,
Shangyu Xie, Alan T.K. Wan and Yong Zhou, in Computational Statistics & Data Analysis (2015)
Keywords: Composite quantile regression; Covariate-dependent censoring; Inverse probability weighting; MM algorithm; Perturbation resampling;

Least squares estimators of the regression function with twice censored data,
K. Kebabi, I. Laroussi and F. Messaci, in Statistics & Probability Letters (2011)
Keywords: Regression estimators Least squares estimators Twice censored data Convergence in the L2-norm

Uniform convergence of nonparametric regressions in competing risk models with right censoring,
Laurent Bordes and Kossi Essona Gneyou, in Statistics & Probability Letters (2011)
Keywords: Competing risks Nonparametric regression function Right censoring Generalized product-limit estimator Convergence rate

Local averaging estimates of the regression function with twice censored data,
Fatiha Messaci, in Statistics & Probability Letters (2010)
Keywords: Regression estimates Kernel estimates Partitioning estimates Nearest neighbor estimates Twice censored data