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Weighted expectile regression for right-censored data
Statistics in Medicine ( IF 2 ) Pub Date : 2021-07-17 , DOI: 10.1002/sim.9137
Alexander Seipp 1 , Verena Uslar 2 , Dirk Weyhe 2 , Antje Timmer 1 , Fabian Otto-Sobotka 1
Affiliation  

Expectile regression can be used to analyze the entire conditional distribution of a response, omitting all distributional assumptions. Among its benefits are computational simplicity, efficiency, and the possibility to incorporate a semiparametric predictor. Due to its advantages in full data settings, we propose an extension to right-censored data situations, where conventional methods typically focus only on mean effects. We propose to extend expectile regression with inverse probability weights. Estimates are easy to implement and computationally simple. Expectiles can be converted to more easily interpreted tail expectations, that is, the expected residual life. It provides a meaningful effect measure, similar to the hazard rate. The results from an extensive simulation study are presented, evaluating consistency and sensitivity to violations of assumptions. We use the proposed method to analyze survival times of colorectal cancer patients from a regional certified high volume cancer center.

中文翻译:

右删失数据的加权期望回归

期望回归可用于分析响应的整个条件分布,省略所有分布假设。其优点包括计算简单、效率高以及可以合并半参数预测器。由于其在全数据设置中的优势,我们提出了对右删失数据情况的扩展,其中传统方法通常只关注平均效应。我们建议使用逆概率权重扩展期望回归。估计易于实现且计算简单。期望值可以转换为更容易解释的尾部期望值,即期望剩余寿命。它提供了一个有意义的影响度量,类似于危险率。展示了广泛的模拟研究的结果,评估对违反假设的一致性和敏感性。我们使用所提出的方法来分析来自区域认证的高容量癌症中心的结直肠癌患者的生存时间。
更新日期:2021-07-17
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