ZexiCAI/TVQRLB: Quantile Regression Model with Time-Varying Covariates under Length-Biased Sampling

This package is an implementation of the estimation and inference procedure of a censored quantile regression model which is based on an estimating equation, with time-varying covariates under length-biased sampling scheme. It fits a censored quantile regression model to the provided dataset where the covariates are viewed as time-dependent and the sampling is length-biased. The parameters are obtained by minimizing the Euclidean norm of certain estimating equations. For the standard error estimation, two inference procedures: standard multiplier bootstrap, and a more computationally efficient algorithm named "orthogonal Procrustes" method, based on matrix singular value decomposition, are used.

install.packages("remotes")
remotes::install_github("ZexiCAI/TVQRLB")