Quantile Regression in Survival Analysis: Comparing Check-Based Modeling and the Minimum Distance Approach
Abstract
Introduction: Quantile regression is a valuable alternative for survival data analysis, enabling flexible evaluations of covariate effects on survival outcomes with intuitive interpretations. It offers practical computation and reliability. However, challenges arise when applying quantile regression to censored data, particularly for upper quantiles. The minimum distance approach, utilizing dual-kernel estimation and the inverse cumulative distribution function, shows promise in addressing these challenges, especially with
Methods: This study contrasts two methods within the realm of quantile linear regression for survival analysis: check-based modeling and the minimum distance approach. Effectiveness is assessed across various scenarios through comprehensive simulation.
Results: The simulation results showed that using the quantile regression model with the minimum distance approach reduces the percentage of root mean square error in parameter estimation compared to the quantile regression models based on the check loss function. Additionally, a larger sample size and reduced censoring percentage led to decreased root mean square error in parameter estimation.
Conclusion: The research highlights the benefits of using the minimum distance approach for quantile regression. It reduces errors, improves model predictions, captures patterns, and optimizes parameters even with complete data. However, this approach has limitations. The accuracy of estimated quantiles can be influenced by the choice of distance metric and weighting scheme. The assumption of independence between censoring mechanism and survival time may not hold in real-world scenarios. Additionally, dealing with large datasets can be computationally complex.
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Issue | Vol 9 No 2 (2023) | |
Section | Original Article(s) | |
DOI | https://doi.org/10.18502/jbe.v9i2.14629 | |
Keywords | ||
Quantile Regression Minimum distance approach Survival Check-based modeling Inverse cumulative distribution function |
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