Statistical inference for censored  partially linearvarying coefficient quantile models with longitudinal data

Du Jiang; Xie Tianfa

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Statistical inference for censored partially linearvarying coefficient quantile models with longitudinal data

Du Jiang,Xie Tianfa *

College of Applied Sciences, Beijing University of Technology, Beijing 100124

*Correspondence author

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Funding: XIE’s research is supported by the National Natural Science Foundation of China（No.11101015）, specialized research fund for the doctoral program of higher education（No.20091103120012）

Opened online: 4 March 2013

Accepted by: none

Citation: Du Jiang,Xie Tianfa.Statistical inference for censored partially linearvarying coefficient quantile models with longitudinal data[OL]. [ 4 March 2013] http://en.paper.edu.cn/en_releasepaper/content/4523213

In this paper, an inference procedure is proposed for partially linearvarying coefficient quantile models with longitudinal data where somemeasurement of the response are censored by fixed constants. The nonparametricfunctional coefficients are approximated by splines. A hypothesis testing procedure is proposed to test whether somelinear covariates are noninformative. The proposed procedures can be easily implemented, andno specification of the error distribution is needed. Finite sample performance of the proposed proceduresis assessed by Monte Carlo simulation studies. The proposedmethodology is illustrated by an analysis of AIDS clinical trialdataset.

Keywords:Longitudinal data; quantile regression; fixed censoring; spline function; rank score test

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