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Title: Smoothed quantile regression analysis of competing risks
Abstract

Censored quantile regression models, which offer great flexibility in assessing covariate effects on event times, have attracted considerable research interest. In this study, we consider flexible estimation and inference procedures for competing risks quantile regression, which not only provides meaningful interpretations by using cumulative incidence quantiles but also extends the conventional accelerated failure time model by relaxing some of the stringent model assumptions, such as global linearity and unconditional independence. Current method for censored quantile regressions often involves the minimization of theL1‐type convex function or solving the nonsmoothed estimating equations. This approach could lead to multiple roots in practical settings, particularly with multiple covariates. Moreover, variance estimation involves an unknown error distribution and most methods rely on computationally intensive resampling techniques such as bootstrapping. We consider the induced smoothing procedure for censored quantile regressions to the competing risks setting. The proposed procedure permits the fast and accurate computation of quantile regression parameter estimates and standard variances by using conventional numerical methods such as the Newton–Raphson algorithm. Numerical studies show that the proposed estimators perform well and the resulting inference is reliable in practical settings. The method is finally applied to data from a soft tissue sarcoma study.

 
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NSF-PAR ID:
10063244
Author(s) / Creator(s):
 ;  ;  
Publisher / Repository:
Wiley Blackwell (John Wiley & Sons)
Date Published:
Journal Name:
Biometrical Journal
Volume:
60
Issue:
5
ISSN:
0323-3847
Page Range / eLocation ID:
p. 934-946
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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