Bayesian Lasso binary quantile regression

DOI10.1007/s00180-013-0439-0zbMath1306.65029OpenAlexW2040579578MaRDI QIDQ2259357

Dries F. Benoit, Rahim Alhamzawi, Ke-ming Yu

Publication date: 3 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://biblio.ugent.be/publication/4206793/file/6806417

zbMATH Keywords

quantile regressionGibbs samplervariable selectionbinaryLasso

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Related Items (32)

Variable selection in censored quantile regression with high dimensional data ⋮ Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates ⋮ Bayesian variable selection and estimation in quantile regression using a quantile-specific prior ⋮ Bayesian model selection in ordinal quantile regression ⋮ Regularized Bayesian quantile regression ⋮ The expectation-maximization approach for Bayesian quantile regression ⋮ Bayesian tobit quantile regression with penalty ⋮ Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline ⋮ Bayesian bridge quantile regression ⋮ A new Gibbs sampler for Bayesian lasso ⋮ Bayesian single-index quantile regression for ordinal data ⋮ Bayesian analysis of penalized quantile regression for longitudinal data ⋮ Quantile regression with group Lasso for classification ⋮ Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood ⋮ Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation ⋮ A Bayesian variable selection approach to longitudinal quantile regression ⋮ Variable selection in quantile regression via Gibbs sampling ⋮ Model selection in quantile regression models ⋮ Bayesian elastic net single index quantile regression ⋮ Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition ⋮ Bayesian composite Tobit quantile regression ⋮ Quantile regression for linear models with autoregressive errors using EM algorithm ⋮ Bayesian quantile regression with mixed discrete and nonignorable missing covariates ⋮ A discrete density approach to Bayesian quantile and expectile regression with discrete responses ⋮ Elastic net penalized quantile regression model ⋮ Research on regional differences and influencing factors of green technology innovation efficiency of China's high-tech industry ⋮ Bayesian semiparametric additive quantile regression ⋮ Bayesian Lasso-mixed quantile regression ⋮ Bayesian composite quantile regression ⋮ bayesQR ⋮ Goodness-of-fit tests for quantile regression with missing responses ⋮ Binary quantile regression and variable selection: A new approach

Uses Software

• R
• AS 229

Cites Work

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• The Bayesian Lasso
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• Goodness of Fit and Related Inference Processes for Quantile Regression
• Approximate Bayesian inference for quantiles
• Bayesian adaptive Lasso quantile regression
• Gibbs sampling methods for Bayesian quantile regression
• Bayesian quantile regression

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