Bayesian quantile regression for longitudinal data models
From MaRDI portal
Publication:4925442
DOI10.1080/00949655.2011.590488zbMath1431.62162MaRDI QIDQ4925442
Youxi Luo, Heng Lian, Mao-Zai Tian
Publication date: 12 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.590488
longitudinal data; Markov chain Monte Carlo; quantile regression; Gibbs sampler; Metropolis-Hastings algorithm; Bayesian inference; asymmetric Laplace distribution
62-08: Computational methods for problems pertaining to statistics
62G08: Nonparametric regression and quantile regression
62P10: Applications of statistics to biology and medical sciences; meta analysis
62F15: Bayesian inference
Related Items
A non-iterative posterior sampling algorithm for linear quantile regression model, Bayesian quantile regression for ordinal longitudinal data, A Bayesian conditional model for bivariate mixed ordinal and skew continuous longitudinal responses using quantile regression, Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data, Bayesian quantile regression for joint modeling of longitudinal mixed ordinal and continuous data, Bayesian quantile regression analysis for continuous data with a discrete component at zero, Bayesian Lasso-mixed quantile regression, Bayesian analysis for zero-or-one inflated proportion data using quantile regression, Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate, Bayesian quantile regression for longitudinal count data, Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood, Bayesian inference for quantile autoregressive model with explanatory variables, Flexible Bayesian quantile regression for nonlinear mixed effects models based on the generalized asymmetric Laplace distribution, Quantile regression in random effects meta-analysis model, Linear quantile regression models for longitudinal experiments: an overview, Bayesian quantile regression for single-index models, The expectation-maximization approach for Bayesian quantile regression, Bayesian analysis of penalized quantile regression for longitudinal data, Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula, Quantile hidden semi-Markov models for multivariate time series, Dynamic quantile linear models: a Bayesian approach, Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness, Quantile regression-based Bayesian joint modeling analysis of longitudinal-survival data, with application to an AIDS cohort study, Bayesian nonlinear quantile regression approach for longitudinal ordinal data, Semiparametric Bayesian analysis for longitudinal mixed effects models with non-normal AR(1) errors
Cites Work
- Unnamed Item
- Growth curve models and statistical diagnostics
- Quantile regression for longitudinal data
- Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Bayesian Semiparametric Modelling in Quantile Regression
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
- Bayesian Semiparametric Median Regression Modeling
- Approximate Bayesian inference for quantiles
- Gibbs sampling methods for Bayesian quantile regression
- Nonlinear Quantile Regression Estimation of Longitudinal Data
- Monte Carlo sampling methods using Markov chains and their applications
- Linear mixed models for longitudinal data
- Bayesian quantile regression
