Bayesian analysis of penalized quantile regression for longitudinal data

DOI10.1007/S00362-015-0737-4MaRDI QIDQ1685287zbMATH OpenOpenAlexFDO

Authors Peng Zhang

Publication date 13 December 2017

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-015-0737-4

zbMATH Keywords

longitudinal datarandom effectshierarchical modelspenalty methodsasymmetric Laplace distributionBayesian quantile regression

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08)

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Cites work

• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Adaptive lasso variable selection for the accelerated failure models
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• Bayesian analysis of a Tobit quantile regression model
• Bayesian quantile regression
• Bayesian quantile regression for longitudinal data models
• Gibbs sampling methods for Bayesian quantile regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
• Penalized weighted composite quantile estimators with missing covariates
• Quantile regression for longitudinal data
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Quantile regression.
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• The Adaptive Lasso and Its Oracle Properties

Cited in

(20)

• Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
• Bayesian model averaging in longitudinal regression models with AR(1) errors with application to a myopia data set
• Bayesian analysis of longitudinal data via empirical likelihood
• A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
• Bayesian Lasso-mixed quantile regression
• Quantile regression for longitudinal data
• Bayesian nonlinear quantile regression approach for longitudinal ordinal data
• Bayesian analysis of dynamic panel data by penalized quantile regression
• M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
• Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
• Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
• Bayesian bridge-randomized penalized quantile regression
• Quantile regression in random effects meta-analysis model
• Bayesian quantile regression for longitudinal data models
• Bayesian quantile regression for ordinal longitudinal data
• Quantile regression for nonlinear mixed effects models: a likelihood based perspective
• A Bayesian conditional model for bivariate mixed ordinal and skew continuous longitudinal responses using quantile regression
• Shrinkage estimation of fixed and random effects in linear quantile mixed models
• Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models
• Bayesian empirical likelihood of quantile regression with missing observations

Describes a project that uses

Uses Software

• R

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