The composite quantile regression should provide estimation efficiency gain over a single quantile regression. In this paper, we extend composite quantile regression to nonparametric model with random censored data. T...The composite quantile regression should provide estimation efficiency gain over a single quantile regression. In this paper, we extend composite quantile regression to nonparametric model with random censored data. The asymptotic normality of the proposed estimator is established. The proposed methods are applied to the lung cancer data. Extensive simulations are reported, showing that the proposed method works well in practical settings.展开更多
This paper considers quantile regression analysis based on semi-competing risks data in which a non-terminal event may be dependently censored by a terminal event. The major interest is the covariate effects on the qu...This paper considers quantile regression analysis based on semi-competing risks data in which a non-terminal event may be dependently censored by a terminal event. The major interest is the covariate effects on the quantile of the non-terminal event time. Dependent censoring is handled by assuming that the joint distribution of the two event times follows a parametric copula model with unspecified marginal distributions. The technique of inverse probability weighting (IPW) is adopted to adjust for the selection bias. Large-sample properties of the proposed estimator are derived and a model diagnostic procedure is developed to check the adequacy of the model assumption. Simulation results show that the proposed estimator performs well. For illustrative purposes, our method is applied to analyze the bone marrow transplant data in [1].展开更多
In this paper,we develop a flexible semiparametric model averaging marginal regression procedure to forecast the joint conditional quantile function of the response variable for ultrahighdimensional data.First,we appr...In this paper,we develop a flexible semiparametric model averaging marginal regression procedure to forecast the joint conditional quantile function of the response variable for ultrahighdimensional data.First,we approximate the joint conditional quantile function by a weighted average of one-dimensional marginal conditional quantile functions that have varying coefficient structures.Then,a local linear regression technique is employed to derive the consistent estimates of marginal conditional quantile functions.Second,based on estimated marginal conditional quantile functions,we estimate and select the significant model weights involved in the approximation by a nonconvex penalized quantile regression.Under some relaxed conditions,we establish the asymptotic properties for the nonparametric kernel estimators and oracle estimators of the model averaging weights.We further derive the oracle property for the proposed nonconvex penalized model averaging procedure.Finally,simulation studies and a real data analysis are conducted to illustrate the merits of our proposed model averaging method.展开更多
Panel count data are frequently encountered when study subjects are under discrete observations.However,limited literature has been found on variable selection for panel count data.In this paper,without considering th...Panel count data are frequently encountered when study subjects are under discrete observations.However,limited literature has been found on variable selection for panel count data.In this paper,without considering the model assumption of observation process,a more general semiparametric transformation model for panel count data with informative observation process is developed.A penalized estimation procedure based on the quantile regression function is proposed for variable selection and parameter estimation simultaneously.The consistency and oracle properties of the estimators are established under some mild conditions.Some simulations and an application are reported to evaluate the proposed approach.展开更多
As the level of social credit burden rises,to ease the liquidity constraint for residents is currently an important way to boost the domestic demand in China.This paper uses the panel data of Chinese provincial-level ...As the level of social credit burden rises,to ease the liquidity constraint for residents is currently an important way to boost the domestic demand in China.This paper uses the panel data of Chinese provincial-level administrative units in 2007−2017 and adopts the panel regression model and panel quantile regression model to empirically analyze the relationship between debt burden level and average propensity to consume(APC).The result shows that increase in the level of macro debt burden can significantly improve the APC of residents;the marginal promoting effect of macro debt burden for the APC is in a V-shaped structure;such marginal influence differs evidently in different areas,with the marginal promoting effect turning out most prominent in the northeast of China.Accordingly,it’s suggested for government to keep refining the credit market,increase residents’income in multiple means,guide supply of liquidity towards the real economy and promote equalization of basic public services,so as to realize the expansion and upgrade of consumption.展开更多
文摘The composite quantile regression should provide estimation efficiency gain over a single quantile regression. In this paper, we extend composite quantile regression to nonparametric model with random censored data. The asymptotic normality of the proposed estimator is established. The proposed methods are applied to the lung cancer data. Extensive simulations are reported, showing that the proposed method works well in practical settings.
文摘This paper considers quantile regression analysis based on semi-competing risks data in which a non-terminal event may be dependently censored by a terminal event. The major interest is the covariate effects on the quantile of the non-terminal event time. Dependent censoring is handled by assuming that the joint distribution of the two event times follows a parametric copula model with unspecified marginal distributions. The technique of inverse probability weighting (IPW) is adopted to adjust for the selection bias. Large-sample properties of the proposed estimator are derived and a model diagnostic procedure is developed to check the adequacy of the model assumption. Simulation results show that the proposed estimator performs well. For illustrative purposes, our method is applied to analyze the bone marrow transplant data in [1].
基金Supported by the National Natural Science Foundation of China Grant(Grant No.12201091)Natural Science Foundation of Chongqing Grant(Grant Nos.CSTB2022NSCQ-MSX0852,cstc2021jcyj-msxmX0502)+3 种基金Innovation Support Program for Chongqing Overseas Returnees(Grant No.cx2020025)Science and Technology Research Program of Chongqing Municipal Education Commission(Grant Nos.KJQN202100526,KJQN201900511)the National Statistical Science Research Program(Grant No.2022LY019)Chongqing University Innovation Research Group Project:Nonlinear Optimization Method and Its Application(Grant No.CXQT20014)。
文摘In this paper,we develop a flexible semiparametric model averaging marginal regression procedure to forecast the joint conditional quantile function of the response variable for ultrahighdimensional data.First,we approximate the joint conditional quantile function by a weighted average of one-dimensional marginal conditional quantile functions that have varying coefficient structures.Then,a local linear regression technique is employed to derive the consistent estimates of marginal conditional quantile functions.Second,based on estimated marginal conditional quantile functions,we estimate and select the significant model weights involved in the approximation by a nonconvex penalized quantile regression.Under some relaxed conditions,we establish the asymptotic properties for the nonparametric kernel estimators and oracle estimators of the model averaging weights.We further derive the oracle property for the proposed nonconvex penalized model averaging procedure.Finally,simulation studies and a real data analysis are conducted to illustrate the merits of our proposed model averaging method.
基金partially supported by the National Natural Science Foundation of China under Grant No.12001485the National Bureau of Statistics of China under Grant No.2020LY073the First Class Discipline of Zhejiang-A(Zhejiang University of Finance and Economics-Statistics)under Grant No.Z0111119010/024。
文摘Panel count data are frequently encountered when study subjects are under discrete observations.However,limited literature has been found on variable selection for panel count data.In this paper,without considering the model assumption of observation process,a more general semiparametric transformation model for panel count data with informative observation process is developed.A penalized estimation procedure based on the quantile regression function is proposed for variable selection and parameter estimation simultaneously.The consistency and oracle properties of the estimators are established under some mild conditions.Some simulations and an application are reported to evaluate the proposed approach.
基金“Fundamental Research Funds for the Central Universities and the Research Funds of Renmin University of China”(20XNH025).
文摘As the level of social credit burden rises,to ease the liquidity constraint for residents is currently an important way to boost the domestic demand in China.This paper uses the panel data of Chinese provincial-level administrative units in 2007−2017 and adopts the panel regression model and panel quantile regression model to empirically analyze the relationship between debt burden level and average propensity to consume(APC).The result shows that increase in the level of macro debt burden can significantly improve the APC of residents;the marginal promoting effect of macro debt burden for the APC is in a V-shaped structure;such marginal influence differs evidently in different areas,with the marginal promoting effect turning out most prominent in the northeast of China.Accordingly,it’s suggested for government to keep refining the credit market,increase residents’income in multiple means,guide supply of liquidity towards the real economy and promote equalization of basic public services,so as to realize the expansion and upgrade of consumption.
