Bayesian quantile regression for hierarchical linear models

DOI10.1080/00949655.2014.979424MaRDI QIDQ5222298zbMATH OpenOpenAlexFDO

Authors Yang Yu

Publication date 1 April 2020

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

Full work available at URL https://doi.org/10.1080/00949655.2014.979424

zbMATH Keywords

asymmetric Laplace distributionBayesian quantile regressionhierarchical linear modelsMetropolis-Gibbs algorithms

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 1034042 (Why is no real title available?)
• scientific article; zbMATH DE number 3390151 (Why is no real title available?)
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Bayesian Semiparametric Median Regression Modeling
• Bayesian analysis of a Tobit quantile regression model
• Bayesian hierarchical analysis for multiple health endpoints in a toxicity study
• Bayesian quantile inference
• Bayesian quantile regression
• Bayesian semiparametric modelling in quantile regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Hierarchical linear regression models for conditional quantiles
• Nonparametric Bayesian methods in hierarchical models
• Random-Effects Models for Longitudinal Data
• Regression Quantiles
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Semiparametric quantile modelling of hierarchical data
• Variable selection in quantile regression via Gibbs sampling

Cited in

(5)

• Dynamic quantile linear models: a Bayesian approach
• Hierarchical linear regression models for conditional quantiles
• Simultaneous linear quantile regression: a semiparametric Bayesian approach
• Hierarchical Bayes M-quantile regression analysis under type 2 Huber loss
• Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index

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Uses Software

• AS 229

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