Quantile regression for panel data models with fixed effects under random censoring

doi:10.1080/03610926.2019.1601221

	Quantile regression for panel data models with fixed effects under random censoring
	Dai Xiaowen ; Jin Libin ; Tian Yuzhu ; Tian Maozai; Tang Manlai
	2019-04-12
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
卷号	49 期号:18 页码:4430-4445
摘要	The locally weighted censored quantile regression approach is proposed for panel data models with fixed effects, which allows for random censoring. The resulting estimators are obtained by employing the fixed effects quantile regression method. The weights are selected either parametrically, semi-parametrically or non-parametrically. The large panel data asymptotics are used in an attempt to cope with the incidental parameter problem. The consistency and limiting distribution of the proposed estimator are also derived. The finite sample performance of the proposed estimators are examined via Monte Carlo simulations.
关键词	Quantile regression panel data fixed effects random censoring Kaplan-Meier estimator
DOI	10.1080/03610926.2019.1601221
收录类别	SCI ; EI ; SSCI ; SCOPUS ; SCIE
ISSN	0361-0926
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000466084900001
出版者	TAYLOR & FRANCIS INC
EI入藏号	20191706822012
原始文献类型	Article
EISSN	1532-415X
引用统计	被引频次：1[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/683
专题	统计与数据科学学院
作者单位	1.Shanghai Lixin Univ Accounting & Finance, Sch Stat & Math, Shanghai, Peoples R China; 2.Henan Univ Sci & Technol, Sch Math & Stat, Luoyang, Peoples R China; 3.Renmin Univ China, Sch Stat, Beijing, Peoples R China; 4.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Gansu, Peoples R China; 5.Hang Seng Univ Hong Kong, Dept Math & Stat, Hong Kong 999077, Peoples R China
推荐引用方式 GB/T 7714	Dai Xiaowen,Jin Libin,Tian Yuzhu,et al. Quantile regression for panel data models with fixed effects under random censoring[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2019,49(18):4430-4445.
APA	Dai Xiaowen,Jin Libin,Tian Yuzhu,Tian Maozai,&Tang Manlai.(2019).Quantile regression for panel data models with fixed effects under random censoring.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,49(18),4430-4445.
MLA	Dai Xiaowen,et al."Quantile regression for panel data models with fixed effects under random censoring".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 49.18(2019):4430-4445.