Quantile Association Regression Models

Modeling sign concordance of quantile regression residuals with multiple outcomes

Quantile regression permits describing how quantiles of a scalar response variable depend on a set of predictors. Because a unique definition of multivariate quantiles is lacking, extending quantile regression to multivariate responses is somewhat complicated. In this paper, we describe a simple approach based on a two-step procedure: in the first step, quantile regression is applied to each response separately; in the second step, the joint distribution of the signs of the residuals is modeled through multinomial regression. The described approach does not require a multidimensional definition of quantiles, and can be used to capture important features of a multivariate response and assess the effects of covariates on the correlation structure. We apply the proposed method to analyze two different datasets.

Quantile association regression on bivariate survival data

The association between two event times is of scientific importance in various fields. Due to population heterogeneity, it is desirable to examine the degree to which local association depends on different characteristics of the population. Here we adopt a novel quantile-based local association measure and propose a conditional quantile association regression model to allow covariate effects on local association of two survival times. Estimating equations for the quantile association coefficients are constructed based on the relationship between this quantile association measure and the conditional copula. Asymptotic properties for the resulting estimators are rigorously derived, and induced smoothing is used to obtain the covariance matrix. Through simulations we demonstrate the good practical performance of the proposed inference procedures. An application to age-related macular degeneration (AMD) data reals interesting varying effects of the baseline AMD severity score on the local association between two AMD progression times.

A flexible and robust method for assessing conditional association and conditional concordance

When analyzing bivariate outcome data, it is often of scientific interest to measure and estimate the association between the bivariate outcomes. In the presence of influential covariates for one or both of the outcomes, conditional association measures can quantify the strength of association without the disturbance of the marginal covariate effects, to provide cleaner and less-confounded insights into the bivariate association. In this work, we propose estimation and inferential procedures for assessing the conditional Kendall's tau coefficient given the covariates, by adopting the quantile regression and quantile copula framework to handle marginal covariate effects. The proposed method can flexibly accommodate right censoring and be readily applied to bivariate survival data. It also facilitates an estimator of the conditional concordance measure, namely, a conditional C index, where the unconditional C index is commonly used to assess the predictive capacity for survival outcomes. The proposed method is flexible and robust and can be easily implemented using standard software. The method performed satisfactorily in extensive simulation studies with and without censoring. Application of our methods to two real-life data examples demonstrates their desirable practical utility.

Quantile association for bivariate survival data

Bivariate survival data arise frequently in familial association studies of chronic disease onset, as well as in clinical trials and observational studies with multiple time to event endpoints. The association between two event times is often scientifically important. In this article, we examine the association via a novel quantile association measure, which describes the dynamic association as a function of the quantile levels. The quantile association measure is free of marginal distributions, allowing direct evaluation of the underlying association pattern at different locations of the event times. We propose a nonparametric estimator for quantile association, as well as a semiparametric estimator that is superior in smoothness and efficiency. The proposed methods possess desirable asymptotic properties including uniform consistency and root-n convergence. They demonstrate satisfactory numerical performances under a range of dependence structures. An application of our methods suggests interesting association patterns between time to myocardial infarction and time to stroke in an atherosclerosis study.