Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data
DOI10.1080/01621459.2021.1892702zbMath1464.62260arXiv2006.00160OpenAlexW3132676440MaRDI QIDQ4999156
Matteo Bottai, Iván Fernández-Val, Paolo Frumento
Publication date: 6 July 2021
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.00160
longitudinal quantile regressionparametric quantile functionpenalized fixed-effectsR package qrcmtwo-level quantile function
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
Related Items (4)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Linear quantile mixed models
- Finite mixtures of quantile and M-quantile regression models
- Asymptotics for panel quantile regression models with individual effects
- Robust penalized quantile regression estimation for panel data
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters
- Smoothing combined estimating equations in quantile regression for longitudinal data
- Quantile regression with varying coefficients
- The second-order bias and mean squared error of nonlinear estimators
- Estimating the dimension of a model
- The incidental parameter problem since 1948
- Statistical estimation in varying coefficient models
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
- Quantile regression for longitudinal data
- Joint asymptotics for semi-nonparametric regression models with partially linear structure
- GEE analysis for longitudinal single-index quantile regression
- Mixed-rates asymptotics
- Parametric modeling of quantile regression coefficient functions
- Semiparametric Approach to a Random Effects Quantile Regression Model
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantile and Probability Curves Without Crossing
- Regression Quantiles
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Linear Regression Limit Theory for Nonstationary Panel Data
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Parametric modeling of quantile regression coefficient functions with censored and truncated data
- Split-panel Jackknife Estimation of Fixed-effect Models
- A simple approach to quantile regression for panel data
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Nonlinear panel data estimation via quantile regressions
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- Consistent Estimates Based on Partially Consistent Observations
- A new look at the statistical model identification
This page was built for publication: Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data