Bootstrap methods for bias correction and confidence interval estimation for nonlinear quantile regression of longitudinal data

DOI10.1080/00949650802221180MaRDI QIDQ3401434zbMATH OpenOpenAlexWikidataFDO

Authors Andreas Karlsson

Publication date 29 January 2010

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6939

zbMATH Keywords

panel datamedian regressionrepeated measurementsbias reductionautocorrelated errorsdependent errors

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Nonparametric statistical resampling methods (62G09)

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Cites work

• Nonlinear Quantile Regression Estimation of Longitudinal Data
• On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates
• Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
• Quantile regression for longitudinal data
• Quasi-Likelihood for Median Regression Models
• Regression Quantiles

Cited in

(7)

• Random weighting estimation of confidence intervals for quantiles
• Local linear estimate of the functional expectile regression
• ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
• Bootstrapping longitudinal data with multiple levels of variation
• Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies
• Using bootstrap method to evaluate the estimates of nicotine equivalents from linear mixed model and generalized estimating equation
• Nonlinear Quantile Regression Estimation of Longitudinal Data

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