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Laplace regression with censored data
Author(s) -
Bottai Matteo,
Zhang Jiajia
Publication year - 2010
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.200900310
Subject(s) - covariate , censoring (clinical trials) , mathematics , estimator , quantile regression , statistics , regression analysis , laplace distribution , laplace's method , quantile , econometrics , bayesian probability , exponential distribution
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 considered in a simulation study, the Laplace estimator showed correct coverage and shorter computation time than the alternative methods considered, some of which occasionally failed to converge. We illustrate the use of Laplace regression with an application to survival time in patients with small cell lung cancer.