Estimation and Inference of Quantile Regression for Survival Data Under Biased Sampling

Gongjun Xu, Tony Sit, Lan Wang, Chiung Yu Huang

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

Biased sampling occurs frequently in economics, epidemiology, and medical studies either by design or due to data collecting mechanism. Failing to take into account the sampling bias usually leads to incorrect inference. We propose a unified estimation procedure and a computationally fast resampling method to make statistical inference for quantile regression with survival data under general biased sampling schemes, including but not limited to the length-biased sampling, the case-cohort design, and variants thereof. We establish the uniform consistency and weak convergence of the proposed estimator as a process of the quantile level. We also investigate more efficient estimation using the generalized method of moments and derive the asymptotic normality. We further propose a new resampling method for inference, which differs from alternative procedures in that it does not require to repeatedly solve estimating equations. It is proved that the resampling method consistently estimates the asymptotic covariance matrix. The unified framework proposed in this article provides researchers and practitioners a convenient tool for analyzing data collected from various designs. Simulation studies and applications to real datasets are presented for illustration. Supplementary materials for this article are available online.

Original languageEnglish (US)
Pages (from-to)1571-1586
Number of pages16
JournalJournal of the American Statistical Association
Volume112
Issue number520
DOIs
StatePublished - Oct 2 2017

Keywords

  • Case-cohort sampling
  • Censored quantile regression
  • Length-biased data
  • Resampling
  • Stratified case-cohort sampling
  • Survival time

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