A new quantile regression model for survival data is proposed that permits a positive proportion of subjects to become unsusceptible to recurrence of disease following treatment or based on other observable characteristics. In contrast to prior proposals for quantile regression estimation of censored survival models, we propose a new "data augmentation" approach to estimation. Our approach has computational advantages over earlier approaches proposed by Wu and Yin (2013, 2017). We compare our method with the two estimation strategies proposed by Wu and Yin and demonstrate its advantageous empirical performance in simulations. The methods are also illustrated with data from a Lung Cancer survival study. (C) 2020 Elsevier B.V. All rights reserved.
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Univ Int Business & Econ, RCAF, Beijing, Peoples R China
Univ Int Business & Econ, Sch Banking & Finance, Beijing, Peoples R ChinaUniv Int Business & Econ, RCAF, Beijing, Peoples R China
Xie, Shangyu
Wan, Alan T. K.
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City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R ChinaUniv Int Business & Econ, RCAF, Beijing, Peoples R China
Wan, Alan T. K.
Zhou, Yong
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Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R ChinaUniv Int Business & Econ, RCAF, Beijing, Peoples R China