Smoothed quantile regression with nonignorable dropouts (Q5089725): Difference between revisions

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+Extended Bayesian information criteria for model selection with large model spaces
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+Efficient estimation for longitudinal data by combining large-dimensional moment conditions
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Quantile regression for longitudinal data based on latent Markov subject-specific parameters
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+Quantile regression for longitudinal data with a working correlation model
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+Quantile regression for longitudinal data using the asymmetric Laplace distribution
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+Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
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+Large Sample Properties of Generalized Method of Moments Estimators
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+A Semiparametric Estimation of Mean Functionals With Nonignorable Missing Data
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+Quantile regression for longitudinal data
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+Q3413299
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+Regression Quantiles
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+Smoothing combined estimating equations in quantile regression for longitudinal data
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+Longitudinal data analysis using generalized linear models
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+Q4779059
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+A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
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+Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information
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+Identification and Inference With Nonignorable Missing Covariate Data
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+Conditional empirical likelihood estimation and inference for quantile regression models
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+Empirical likelihood ratio confidence regions
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+Empirical likelihood and general estimating equations
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+Improving generalised estimating equations using quadratic inference functions
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+The Analysis of Categorical Data From Complex Sample Surveys: Chi-Squared Tests for Goodness of Fit and Independence in Two-Way Tables
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+Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
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+Estimating the dimension of a model
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+Semiparametric inverse propensity weighting for nonignorable missing data
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
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+Model‐Assisted Regression Estimators for Longitudinal Data with Nonignorable Dropout
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+An instrumental variable approach for identification and estimation with nonignorable nonresponse
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+Empirical likelihood for quantile regression models with longitudinal data
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+SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
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+Bayesian Quantile Regression for Longitudinal Studies with Nonignorable Missing Data
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+Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
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+Composite quantile regression and the oracle model selection theory
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