ctqr-package: Censored and Truncated Quantile Regression
Description
This package can be used to fit quantile regression models to survival data.
The true conditional outcome distribution represents a nuisance parameter which is estimated preliminarly.
Asymptotic theory of two-steps estimators is used to estimate the asymptotic covariance matrix.
Details
|
Package: |
| ctqr |
|
Type: |
| Package |
|
Version: |
| 1.0 |
|
Date: |
| 2016-02-18 |
|
License: |
| GPL-2 |
The main function ctqr is used for model fitting.
Other documented functions are predict.ctqr, to obtain prediction from a ctqr object,
plot.ctqr, to plot quantile regression coefficients, and ctqr.control,
that can be used to set the operational parameters for the estimation algorithm.
References
Frumento, P., and Bottai, M. (2016). An estimating equation for censored and truncated quantile regression.
See Also
pchreg, that is used to compute a preliminary estimate of the conditional outcome distribution.