Linear quantile regression models for longitudinal experiments: an overview
From MaRDI portal
Recommendations
- Quantile regression of longitudinal data with informative observation times
- Linear quantile mixed models
- Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Quantile regression for longitudinal data
Cites work
- scientific article; zbMATH DE number 5957364 (Why is no real title available?)
- scientific article; zbMATH DE number 5769855 (Why is no real title available?)
- scientific article; zbMATH DE number 5555137 (Why is no real title available?)
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- scientific article; zbMATH DE number 2115411 (Why is no real title available?)
- scientific article; zbMATH DE number 5586351 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- A Three-step Method for Choosing the Number of Bootstrap Repetitions
- A quantile regression approach for estimating panel data models using instrumental variables
- A resampling method based on pivotal estimating functions
- A simple approach to quantile regression for panel data
- Analysis of longitudinal data
- Asymmetric Least Squares Estimation and Testing
- Bayesian Density Regression
- Bayesian inference for additive mixed quantile regression models
- Bayesian quantile regression
- Bayesian quantile regression for longitudinal data models
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Bayesian spatial quantile regression
- Bias reduction for high quantiles
- Computational Symmetry in Computer Vision and Computer Graphics
- Conditional and marginal models: another view (with comments and rejoinder)
- Conditional growth charts. (With discussion and rejoinder)
- Empirical likelihood and quantile regression in longitudinal data analysis
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- Estimating the dimension of a model
- Estimation and Comparison of Changes in the Presence of Informative Right Censoring by Modeling the Censoring Process
- Estimation of high conditional quantiles for heavy-tailed distributions
- Extremal quantile regression
- Flexible Bayesian quantile regression for independent and clustered data
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Inference for censored quantile regression models in longitudinal studies
- Inference for extremal conditional quantile models, with an application to market and birthweight risks
- Informative Drop-Out in Longitudinal Data Analysis
- Instrumental variable quantile regression: a robust inference approach
- Large Sample Properties of Generalized Method of Moments Estimators
- Latent Markov models for longitudinal data
- Likelihood Inference for a Class of Latent Markov Models under Linear Hypotheses on the Transition Probabilities
- Linear quantile mixed models
- Local Linear Additive Quantile Regression
- Local linear spatial quantile regression
- Longitudinal data analysis using generalized linear models
- Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
- Median Regression Models for Longitudinal Data with Dropouts
- Modeling Longitudinal Data
- Modeling the Drop-Out Mechanism in Repeated-Measures Studies
- Models for Longitudinal Data: A Generalized Estimating Equation Approach
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- Nonlinear Quantile Regression Estimation of Longitudinal Data
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric quantile estimations for dynamic smooth coefficient models
- On Additive Conditional Quantiles With High-Dimensional Covariates
- Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
- Penalized quantile regression for dynamic panel data
- Power Transformation Toward a Linear Regression Quantile
- Quantile Regression Models with Multivariate Failure Time Data
- Quantile Regression for Correlated Observations
- Quantile Regression in Reproducing Kernel Hilbert Spaces
- Quantile regression for dynamic panel data with fixed effects
- Quantile regression for longitudinal data
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantile regression for longitudinal data with a working correlation model
- Quantile regression in partially linear varying coefficient models
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
- Quantile regression.
- Quantile smoothing splines
- Quasi-Likelihood for Median Regression Models
- Random-Effects Models for Longitudinal Data
- Regression Quantiles
- Rejoinder on: ``Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Robust methods for data reduction
- Robust penalized quantile regression estimation for panel data
- Set identification via quantile restrictions in short panels
- Shared parameter models under random effects misspecification
- Smoothing combined estimating equations in quantile regression for longitudinal data
- Spatial quantile multiple regression using the asymmetric Laplace process
- Standard errors and covariance matrices for smoothed rank estimators
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- The tensor product of tensor operators over quantum algebras: some applications to quantum spin chains
Cited in
(25)- Mid-quantile regression for discrete panel data
- Distributed quantile regression for longitudinal big data
- Quantile regression and empirical likelihood for the analysis of longitudinal data with monotone missing responses due to dropout, with applications to quality of life measurements from clinical trials
- Taking advantage of sampling designs in spatial small-area survey studies
- Fast, effective, and coherent time series modelling using the sparsity-ranked Lasso
- Copula-based pairwise estimator for quantile regression with hierarchical missing data
- Quantile regression modeling of latent trajectory features with longitudinal data
- Parameter estimation and equivalence between CDM and MSOM in quantile regression of longitudinal data models with fixed effects
- Marginal M-quantile regression for multivariate dependent data
- scientific article; zbMATH DE number 2222303 (Why is no real title available?)
- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
- Latent drop-out based transitions in linear quantile hidden Markov models for longitudinal responses with attrition
- Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
- Quantile regression in random effects meta-analysis model
- Multistate quantile regression models
- Linear quantile mixed models
- Quantile regression of longitudinal data with informative observation times
- Modelling and estimation of nonlinear quantile regression with clustered data
- Latent variable models for the analysis of socio-economic data
- Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach
- A Bayesian variable selection approach to longitudinal quantile regression
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters
- Hidden semi-Markov-switching quantile regression for time series
- Expectile and M-quantile regression for panel data
This page was built for publication: Linear quantile regression models for longitudinal experiments: an overview
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q497095)
