Bayesian quantile regression for parametric nonlinear mixed effects models

DOI10.1007/s10260-012-0190-7zbMath1329.62150MaRDI QIDQ1934287

Jing Wang

Publication date: 28 January 2013

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-012-0190-7

zbMATH Keywords

quantile regression; Gibbs sampling; asymmetric Laplace density; nonlinear mixed effects model

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62F15: Bayesian inference

Related Items

Linear quantile mixed models, Quantile regression for nonlinear mixed effects models: a likelihood based perspective, A semiparametric Bayesian approach for joint-quantile regression with clustered data, Bayesian analysis of dynamic panel data by penalized quantile regression, An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR, Modelling and estimation of nonlinear quantile regression with clustered data

Uses Software

• R
• AS 47
• SAS
• SAS/STAT

Cites Work

• Bayesian analysis of a Tobit quantile regression model
• A note on L-estimates for linear models
• Quantile regression for longitudinal data
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Bayesian Quantile Regression for Longitudinal Studies with Nonignorable Missing Data
• Regression Quantiles
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Bayesian Analysis of Linear and Non-Linear Population Models by Using the Gibbs Sampler
• Nonlinear Quantile Regression Estimation of Longitudinal Data
• A Simplex Method for Function Minimization
• Bayesian quantile regression