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Seminar: Naveen Naidu Narisetty, University of Illinois at Urbana-Champaign

Nov 8, 2021 - 11:00 AM
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Presenter: Naveen Narisetty, University of Illinois at Urbana-Champaign

Title: Censored Quantile Regression with a Cure Proportion using Data Augmentation

Abstract: Quantile regression is a powerful and flexible tool that has found widespread use in practice as it can provide a robust and comprehensive description of the relationship between an outcome and covariates of interest. We propose a new quantile regression model for censored data that permits a positive proportion of observations to become insusceptible to the event of interest. In contrast to prior proposals for the estimation of censored quantile regression models, we propose a new "data augmentation" approach for estimation. Our approach has computational advantages over earlier approaches and empirical studies demonstrate its desired statistical performance.