Improved multiple quantile regression estimation with nonignorable dropouts (Q6101004): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1007/s42952-022-00185-1 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Doubly Robust Estimation in Missing Data and Causal Inference Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sufficient dimension reduction for longitudinal data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile regression under memory constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Quantile Regression Analysis With Missing Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The cluster bootstrap consistency in generalized estimating equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for longitudinal data from complex sampling surveys: An approach based on quadratic inference functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2905109 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothed Rank Regression With Censored Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deep learning for quantile regression under right censoring: deepquantreg / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation in the partially linear quantile regression model for longitudinal data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile regression for longitudinal data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stepwise multiple quantile regression estimation using non-crossing constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved composite quantile regression and variable selection with nonignorable dropouts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric maximum likelihood estimation with data missing not at random / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence regions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance estimation in censored quantile regression via induced smoothing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood and general estimating equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Class of Pattern Mixture Models for Nonignorable Dropout with Many Possible Dropout Times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric inverse propensity weighting for nonignorable missing data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3431911 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improving estimation efficiency in quantile regression with longitudinal data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood for quantile regression models with longitudinal data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model‐Assisted Regression Estimators for Longitudinal Data with Nonignorable Dropout / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood for linear regression models under imputation for missing responses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized empirical likelihood methods for analyzing longitudinal data / rank
 
Normal rank
Property / cites work
 
Property / cites work: SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent Model Selection for Marginal Generalized Additive Model for Correlated Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inverse Probability Weighted Estimation of Risk Under Representative Interventions in Observational Studies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Models for Longitudinal Data: A Generalized Estimating Equation Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Pseudo-Likelihoods in Generalized Linear Models With Nonignorable Missing Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S42952-022-00185-1 / rank
 
Normal rank

Latest revision as of 18:27, 30 December 2024

scientific article; zbMATH DE number 7698345
Language Label Description Also known as
English
Improved multiple quantile regression estimation with nonignorable dropouts
scientific article; zbMATH DE number 7698345

    Statements

    Improved multiple quantile regression estimation with nonignorable dropouts (English)
    0 references
    0 references
    0 references
    0 references
    20 June 2023
    0 references
    nonignorable dropout
    0 references
    quadratic inference function
    0 references
    within-subject correction
    0 references
    smoothed empirical likelihood
    0 references
    0 references
    0 references

    Identifiers