Laplace regression with censored data
Abstract
We consider a regression model where the error term is assumed to follow a type of asymmetric Laplace distribution. We explore its use in the estimation of conditional quantiles of a continuous outcome variable given a set of covariates in the presence of random censoring. Censoring may depend on covariates. Estimation of the regression coefficients is carried out by maximizing a non-differentiable likelihood function. In the scenarios...
Paper Details
Title
Laplace regression with censored data
Published Date
Aug 1, 2010
Journal
Volume
52
Issue
4
Pages
487 - 503
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