Improved multiple quantile regression estimation with nonignorable dropouts
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Publication:6101004
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Cites work
- A General Class of Pattern Mixture Models for Nonignorable Dropout with Many Possible Dropout Times
- Consistent model selection for marginal generalized additive model for correlated data
- Deep learning for quantile regression under right censoring: deepquantreg
- Doubly Robust Estimation in Missing Data and Causal Inference Models
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
- Efficient quantile regression analysis with missing observations
- Empirical likelihood and general estimating equations
- Empirical likelihood for linear regression models under imputation for missing responses
- Empirical likelihood for quantile regression models with longitudinal data
- Empirical likelihood ratio confidence regions
- Generalized empirical likelihood methods for analyzing longitudinal data
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Improving estimation efficiency in quantile regression with longitudinal data
- Inference for longitudinal data from complex sampling surveys: an approach based on quadratic inference functions
- Inverse probability weighted estimation of risk under representative interventions in observational studies
- Likelihood-based inference with nonignorable missing responses and covariates in models for discrete longitudinal data
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Models for Longitudinal Data: A Generalized Estimating Equation Approach
- Model‐Assisted Regression Estimators for Longitudinal Data with Nonignorable Dropout
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation
- New efficient and robust estimation in varying-coefficient models with heteroscedasticity
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Quantile regression for longitudinal data
- Quantile regression under memory constraint
- Semiparametric inverse propensity weighting for nonignorable missing data
- Semiparametric maximum likelihood estimation with data missing not at random
- Semiparametric pseudo-likelihoods in generalized linear models with nonignorable missing data
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Smoothed Rank Regression With Censored Data
- Stepwise multiple quantile regression estimation using non-crossing constraints
- Sufficient dimension reduction for longitudinal data
- The cluster bootstrap consistency in generalized estimating equations
- Variance estimation in censored quantile regression via induced smoothing
- Weighted composite quantile regression analysis for nonignorable missing data using nonresponse instrument
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