Censored quantile regression with covariate measurement errors
Censored quantile regression with covariate measurement errors
We study censored quantile regression with covariates measured with errors.We propose a composite quantile objective function based on inverse censoringprobability weighting, and an averaging estimator to improve estimation efficiency.Our procedure can eliminate the bias in the naive estimator that is obtained by treating mismeasured covariates as error-free.Using a combination of …