Bayesian Lasso-mixed quantile regression

DOI10.1080/00949655.2012.731689MaRDI QIDQ5219945zbMATH OpenOpenAlexFDO

Authors Rahim Alhamzawi, Keming Yu

Publication date 9 March 2020

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

Full work available at URL http://bura.brunel.ac.uk/handle/2438/12504

zbMATH Keywords

longitudinal dataquantile regressionGibbs samplerrandom effectsasymmetric Laplace distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Bayesian regularized quantile regression
• Bayesian analysis of penalized quantile regression for longitudinal data
• Double penalized quantile regression for the linear mixed effects model
• Bayesian Lasso binary quantile regression
• Bayesian regularized regression based on composite quantile method

Cites work

• scientific article; zbMATH DE number 194933 (Why is no real title available?)
• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• Bayesian Lasso binary quantile regression
• Bayesian quantile regression
• Bayesian quantile regression for longitudinal data models
• Bayesian regularized quantile regression
• Composite quantile regression and the oracle model selection theory
• Conjugate priors and variable selection for Bayesian quantile regression
• Estimating the dimension of a model
• Fixed and Random Effects Selection in Linear and Logistic Models
• Fixed and Random Effects Selection in Mixed Effects Models
• Gibbs sampling methods for Bayesian quantile regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Joint variable selection for fixed and random effects in linear mixed-effects models
• Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
• Quantile regression.
• Random Effects Selection in Linear Mixed Models
• Random-Effects Models for Longitudinal Data
• Regression Quantiles
• Testing Random Effects in the Linear Mixed Model Using Approximate Bayes Factors
• The Bayesian Lasso
• Variable selection in quantile regression

Cited in

(17)

• Bayesian regularized quantile regression
• Bayesian adaptive Lasso quantile regression
• Bayesian quantile regression for ordinal longitudinal data
• Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index
• Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models
• Shrinkage estimation of fixed and random effects in linear quantile mixed models
• Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
• A new Gibbs sampler for Bayesian lasso
• Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data
• Bayesian elastic net single index quantile regression
• Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection
• Double penalized quantile regression for the linear mixed effects model
• Bayesian model selection in linear mixed effects models with autoregressive(\(p\)) errors using mixture priors
• Quantile regression for large-scale data via sparse exponential transform method
• Bayesian analysis of penalized quantile regression for longitudinal data
• Bayesian reciprocal LASSO quantile regression
• Semiparametric normal transformation joint model of multivariate longitudinal and bivariate time-to-event data

Describes a project that uses

Uses Software

• quantreg
• SuppDists
• vioplot

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