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Our proposals properly accommodate random censoring to the survival outcome and the realistic complication of model mis-specification, and thus are generally applicable. In Section 4, we focus on model comparisons based on the predictive performance measures presented in Section 2.
However true conditional quantiles are not directly observable. The perspective we take in this paper is to evaluate or compare quantile regression models based on their capacity in predicting quantiles of future outcomes.
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To assess the prediction of quantiles, an intuitive idea is to evaluate the squared or absolute difference between true and predicted conditional quantiles. The perspective we take in this paper is to evaluate or compare quantile regression models based on their capacity in predicting quantiles of future outcomes.