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Mazucheli J, Alves B, Menezes AFB, Leiva V. An overview on parametric quantile regression models and their computational implementation with applications to biomedical problems including COVID-19 data. COMPUTER METHODS AND PROGRAMS IN BIOMEDICINE 2022; 221:106816. [PMID: 35580528 DOI: 10.1016/j.cmpb.2022.106816] [Citation(s) in RCA: 2] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/19/2021] [Revised: 02/28/2022] [Accepted: 04/13/2022] [Indexed: 06/15/2023]
Abstract
Quantile regression allows us to estimate the relationship between covariates and any quantile of the response variable rather than the mean. Recently, several statistical distributions have been considered for quantile modeling. The objective of this study is to provide a new computational package, two biomedical applications, one of them with COVID-19 data, and an up-to-date overview of parametric quantile regression. A fully parametric quantile regression is formulated by first parameterizing the baseline distribution in terms of a quantile. Then, we introduce a regression-based functional form through a link function. The density, distribution, and quantile functions, as well as the main properties of each distribution, are presented. We consider 18 distributions related to normal and non-normal settings for quantile modeling of continuous responses on the unit interval, four distributions for continuous response, and one distribution for discrete response. We implement an R package that includes estimation and model checking, density, distribution, and quantile functions, as well as random number generators, for distributions using quantile regression in both location and shape parameters. In summary, a number of studies have recently appeared applying parametric quantile regression as an alternative to the distribution-free quantile regression proposed in the literature. We have reviewed a wide body of parametric quantile regression models, developed an R package which allows us, in a simple way, to fit a variety of distributions, and applied these models to two examples with biomedical real-world data from Brazil and COVID-19 data from US for illustrative purposes. Parametric and non-parametric quantile regressions are compared with these two data sets.
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Affiliation(s)
- Josmar Mazucheli
- Department of Statistics, Universidade Estadual de Maringá, Brazil
| | - Bruna Alves
- Department of Statistics, Universidade Estadual de Maringá, Brazil
| | | | - Víctor Leiva
- School of Industrial Engineering, Pontificia Universidad Católica de Valparaíso, Chile.
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Balakrishnan N, Alam FMA. Maximum likelihood estimation of the parameters of student’s t Birnbaum-Saunders distribution: a comparative study. COMMUN STAT-SIMUL C 2022. [DOI: 10.1080/03610918.2019.1659359] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
Affiliation(s)
| | - Farouq Mohammad A. Alam
- Department of Statistics, Faculty of Science, King Abdulaziz University, Jeddah, Saudi Arabia
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Leão J, Bourguignon M, Saulo H, Santos-Neto M, Calsavara V. The Negative Binomial Beta Prime Regression Model with Cure Rate: Application with a Melanoma Dataset. JOURNAL OF STATISTICAL THEORY AND PRACTICE 2021. [DOI: 10.1007/s42519-021-00195-y] [Citation(s) in RCA: 3] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/20/2022]
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Saulo H, Leão J, Vila R, Leiva V, Tomazella V. On mean-based bivariate Birnbaum-Saunders distributions: Properties, inference and application. COMMUN STAT-THEOR M 2019. [DOI: 10.1080/03610926.2019.1626425] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
Affiliation(s)
- Helton Saulo
- Department of Statistics, Universidade de Brasília, Brasilia, Brazil
- Faculty of Administration, Accounting and Economics, Universidade Federal de Goias, Goiânia, Brazil
| | - Jeremias Leão
- Department of Statistics, Universidade Federal do Amazonas, Manaus, Brazil
| | - Roberto Vila
- Department of Statistics, Universidade de Brasília, Brasilia, Brazil
| | - Victor Leiva
- School of Industrial Engineering, Pontificia Universidad Católica de Valparaíso, Valparaiso, Chile
| | - Vera Tomazella
- Department of Statistics, Universidade Federal de São Carlos, São Carlos, Brazil
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Athayde E, Azevedo A, Barros M, Leiva V. Failure rate of Birnbaum–Saunders distributions: Shape, change-point, estimation and robustness. BRAZ J PROBAB STAT 2019. [DOI: 10.1214/17-bjps389] [Citation(s) in RCA: 20] [Impact Index Per Article: 4.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Leão J, Leiva V, Saulo H, Tomazella V. A survival model with Birnbaum–Saunders frailty for uncensored and censored cancer data. BRAZ J PROBAB STAT 2018. [DOI: 10.1214/17-bjps360] [Citation(s) in RCA: 21] [Impact Index Per Article: 3.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Zougab N, Harfouche L, Ziane Y, Adjabi S. Multivariate generalized Birnbaum—Saunders kernel density estimators. COMMUN STAT-THEOR M 2017. [DOI: 10.1080/03610926.2017.1377252] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
Affiliation(s)
- N. Zougab
- Research Unit LaMOS, Department of Operational Research, Bejaia, University of Bejaia, Algeria
| | - L. Harfouche
- Research Unit LaMOS, Department of Operational Research, Bejaia, University of Bejaia, Algeria
| | - Y. Ziane
- Research Unit LaMOS, Department of Operational Research, Bejaia, University of Bejaia, Algeria
| | - S. Adjabi
- Research Unit LaMOS, Department of Operational Research, Bejaia, University of Bejaia, Algeria
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Balakrishnan N, Saulo H, Leão J. On a new class of skewed Birnbaum–Saunders models. JOURNAL OF STATISTICAL THEORY AND PRACTICE 2017. [DOI: 10.1080/15598608.2017.1286275] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
Affiliation(s)
- N. Balakrishnan
- Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada
| | - Helton Saulo
- Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada
- Instituto de Matemática e Estatística, Universidade Federal de Goiás, Goiânia, Brazil
| | - Jeremias Leão
- Departamento de Estatística, Universidade Federal do Amazonas, Manaus, Brazil
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Desousa MF, Saulo H, Leiva V, Scalco P. On a tobit–Birnbaum–Saunders model with an application to medical data. J Appl Stat 2017. [DOI: 10.1080/02664763.2017.1322559] [Citation(s) in RCA: 18] [Impact Index Per Article: 2.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
Affiliation(s)
- Mário F. Desousa
- Faculty of Management, Accounting and Economics, Universidade Federal de Goiás, Goiania, Brazil
- Department of Statistics, Universidade Estadual de Campinas, São Paulo, Brazil
| | - Helton Saulo
- Department of Statistics, Universidade de Brasília, Brasília, Brazil
| | - Víctor Leiva
- School of Industrial Engineering, Pontificia Universidad Católica de Valparaíso, Valparaíso, Chile
| | - Paulo Scalco
- Faculty of Management, Accounting and Economics, Universidade Federal de Goiás, Goiania, Brazil
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Leão J, Leiva V, Saulo H, Tomazella V. Birnbaum-Saunders frailty regression models: Diagnostics and application to medical data. Biom J 2017; 59:291-314. [DOI: 10.1002/bimj.201600008] [Citation(s) in RCA: 32] [Impact Index Per Article: 4.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/13/2016] [Revised: 10/09/2016] [Accepted: 10/21/2016] [Indexed: 11/07/2022]
Affiliation(s)
- Jeremias Leão
- Department of Statistics; Universidade Federal do Amazonas; Manaus Brazil
- Department of Statistics; Universidade Federal de São Carlos; São Carlos Brazil
| | - Víctor Leiva
- Faculty of Engineering and Sciences; Universidad Adolfo Ibáñez; Viña del Mar Chile
- School of Industrial Engineering; Pontificia Universidad Católica de Valparaíso; Valparaíso Chile
| | - Helton Saulo
- Institute of Mathematics and Statistics; Universidade Federal de Goiás; Goiânia Brazil
- Department of Statistics; Universidade de Brasília; Brasília Brazil
| | - Vera Tomazella
- Department of Statistics; Universidade Federal de São Carlos; São Carlos Brazil
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Barros M, Galea M, Leiva V, Santos-Neto M. Generalized Tobit models: diagnostics and application in econometrics. J Appl Stat 2016. [DOI: 10.1080/02664763.2016.1268572] [Citation(s) in RCA: 14] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
Affiliation(s)
- Michelli Barros
- Department of Statistics, Universidade Federal de Campina Grande, Campina Grande, Brazil
| | - Manuel Galea
- Department of Statistics, Pontificia Universidad Católica de Chile, Santiago, Chile
| | - Víctor Leiva
- Faculty of Engineering and Sciences, Universidad Adolfo Ibáñez, Viña del Mar, Chile
- Faculty of Administration, Accounting and Economics, Universidade Federal de Goiás, Goiânia, Brazil
| | - Manoel Santos-Neto
- Department of Statistics, Universidade Federal de Campina Grande, Campina Grande, Brazil
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Olmos NM, Martínez-Flórez G, Bolfarine H. Bimodal Birnbaum–Saunders distribution with applications to non negative measurements. COMMUN STAT-THEOR M 2016. [DOI: 10.1080/03610926.2015.1133824] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/21/2022]
Affiliation(s)
- Neveka M. Olmos
- Departamento de Matemáticas, Facultad de Ciencias Básicas, Universidad de Antofagasta, Antofagasta, Chile
| | - Guillermo Martínez-Flórez
- Departamento de Matemáticas y Estadística, Facultad de Ciencias, Universidad de Córdoba, Córdoba, Colombia
| | - Heleno Bolfarine
- Departamento de Estatítica, IME, Universidade de São Paulo, São Paulo, Brazil
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Sánchez L, Leiva V, Caro-Lopera FJ, Cysneiros FJA. On matrix-variate Birnbaum–Saunders distributions and their estimation and application. BRAZ J PROBAB STAT 2015. [DOI: 10.1214/14-bjps247] [Citation(s) in RCA: 17] [Impact Index Per Article: 1.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Khosravi M, Leiva V, Jamalizadeh A, Porcu E. On a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics. COMMUN STAT-THEOR M 2015. [DOI: 10.1080/03610926.2013.851223] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/23/2022]
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Balakrishnan N, Zhu X. Inference for the bivariate Birnbaum–Saunders lifetime regression model and associated inference. METRIKA 2015. [DOI: 10.1007/s00184-015-0530-3] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
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Castro-Kuriss C, Leiva V, Athayde E. Graphical Tools to Assess Goodness-of-Fit in Non-Location-Scale Distributions. REVISTA COLOMBIANA DE ESTADÍSTICA 2014. [DOI: 10.15446/rce.v37n2spe.47941] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/09/2022] Open
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Leiva V, Saulo H, Leão J, Marchant C. A family of autoregressive conditional duration models applied to financial data. Comput Stat Data Anal 2014. [DOI: 10.1016/j.csda.2014.05.016] [Citation(s) in RCA: 30] [Impact Index Per Article: 3.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/25/2022]
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Balakrishnan N, Zhu X. Inference for the Birnbaum–Saunders Lifetime Regression Model with Applications. COMMUN STAT-SIMUL C 2014. [DOI: 10.1080/03610918.2013.844838] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
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Lower confidence limit for reliability based on grouped data using a quantile-filling algorithm. Comput Stat Data Anal 2014. [DOI: 10.1016/j.csda.2014.01.010] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/23/2022]
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Vilca F, Balakrishnan N, Zeller CB. A robust extension of the bivariate Birnbaum–Saunders distribution and associated inference. J MULTIVARIATE ANAL 2014. [DOI: 10.1016/j.jmva.2013.11.005] [Citation(s) in RCA: 11] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/25/2022]
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22
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Vilca F, Rodrigues-Motta M, Leiva V. On a variance stabilizing model and its application to genomic data. J Appl Stat 2013. [DOI: 10.1080/02664763.2013.811480] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
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23
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Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data. Comput Stat Data Anal 2013. [DOI: 10.1016/j.csda.2013.01.013] [Citation(s) in RCA: 57] [Impact Index Per Article: 5.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/16/2022]
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24
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Balakrishnan N, Zhu X. On the existence and uniqueness of the maximum likelihood estimates of the parameters of Birnbaum–Saunders distribution based on Type-I, Type-II and hybrid censored samples. STATISTICS-ABINGDON 2013. [DOI: 10.1080/02331888.2013.800069] [Citation(s) in RCA: 11] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
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25
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Kundu D, Balakrishnan N, Jamalizadeh A. Generalized multivariate Birnbaum–Saunders distributions and related inferential issues. J MULTIVARIATE ANAL 2013. [DOI: 10.1016/j.jmva.2012.10.017] [Citation(s) in RCA: 32] [Impact Index Per Article: 2.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/27/2022]
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