Mid-quantile regression for discrete panel data
From MaRDI portal
Cites work
- A lack-of-fit test for quantile regression process models
- Asymptotic properties of sample quantiles of discrete distributions
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Bayesian quantile regression-based nonlinear mixed-effects joint models for time-to-event and longitudinal data with multiple features
- ChangePPplot and continous sample quantile function
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
- Linear quantile mixed models
- Linear quantile regression models for longitudinal experiments: an overview
- Longitudinal quantile regression in the presence of informative dropout through longitudinal-survival joint modeling
- Median regression for ordered discrete response
- Nonlinear panel data estimation via quantile regressions
- On estimating conditional quantiles and distribution functions.
- Quantile probability and statistical data modeling
- 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
- Quantiles for Counts
- Regression Quantiles
- Robust penalized quantile regression estimation for panel data
- Semiparametric approach to a random effects quantile regression model
- Semiparametric Regression
Cited in
(1)
This page was built for publication: Mid-quantile regression for discrete panel data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6967647)