qris.extend

Extend a "<code>qris</code>" object to a specified range of \(tau\) or \(t_0\) values.

A collection of functions is provided by this package to fit quantiles regression models for censored residual lifetimes. It provides various options for regression parameters estimation: the induced smoothing approach (smooth), and L1-minimization (non-smooth). It also implements the estimation methods for standard errors of the regression parameters estimates based on an efficient partial multiplier bootstrap method and robust sandwich estimator. Furthermore, a simultaneous procedure of estimating regression parameters and their standard errors via an iterative updating procedure is implemented (iterative). For more details, see Kim, K. H., Caplan, D. J., & Kang, S. (2022), "Smoothed quantile regression for censored residual life", Computational Statistics, 1-22 <doi:10.1007/s00180-022-01262-z>.

Kyu Hyun Kim

qris

Quantile Regression Model for Residual Lifetime Using an Induced
Smoothing Approach

Sangwook Kang

Sy Han Chiou

qris.extend function

<dl><dt>x</dt>
<dd>is an qris object or a data.frame returned by plot.qris</dd>
<dt>t0s</dt>
<dd>is a vector of range of t0 to plot; when not specified, the default value is from 0 to presently defined \(t_0\)</dd>
<dt>Qs</dt>
<dd>is a vector of range of Q to plot; when not specified, the default value is from 5% to presently defined \(Q\)</dd>
<dt>nB</dt>
<dd>is the number of multiplier bootstrapping for standard error estimation.</dd>
<dt>vari</dt>
<dd>is a character string to choose variables to draw the regression coefficient.</dd></dl>

Arguments

Extend a "qris" object to a specified range of \(tau\) or \(t_0\) values. — qris.extend

<dl>

<dt>x</dt>
<dd>is an qris object or a data.frame returned by plot.qris</dd>


<dt>t0s</dt>
<dd>is a vector of range of t0 to plot; when not specified, the default value is from 0 to presently defined \(t_0\)</dd>


<dt>Qs</dt>
<dd>is a vector of range of Q to plot; when not specified, the default value is from 5% to presently defined \(Q\)</dd>


<dt>nB</dt>
<dd>is the number of multiplier bootstrapping for standard error estimation.</dd>


<dt>vari</dt>
<dd>is a character string to choose variables to draw the regression coefficient.</dd>

</dl>

qris.extend: Extend a "`qris`" object to a specified range of \(tau\) or \(t_0\) values.

Description

Usage

Arguments