Quantile regression for longitudinal data with a working correlation model
DOI10.1016/J.CSDA.2012.02.005zbMath1252.62046OpenAlexW1969835623MaRDI QIDQ693266
Publication date: 7 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2012.02.005
induced smoothing methodcovariance estimateexchangeable correlation structureindependence working modelunbiased estimating functions
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items (31)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- Improving generalised estimating equations using quadratic inference functions
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters
- Quantile regression without the curse of unsmoothness
- Longitudinal data with nonstationary errors: A nonparametric three-stage approach
- Simple resampling methods for censored regression quantiles
- Quantile regression for longitudinal data
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- Rank-based regression with repeated measurements data
- Quasi-Likelihood for Median Regression Models
- Flexible Bayesian quantile regression for independent and clustered data
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Regression Quantiles
- Asymptotic Theory of Least Absolute Error Regression
- A resampling method based on pivotal estimating functions
- Analysis of clustered data: A combined estimating equations approach
- Between- and Within-Cluster Covariate Effects in the Analysis of Clustered Data
- Analysis of Longitudinal Data with Unequally Spaced Observations and Time- Dependent Correlated Errors
- Quantile Regression for Correlated Observations
- Standard errors and covariance matrices for smoothed rank estimators
- Nonlinear Quantile Regression Estimation of Longitudinal Data
- Quantile Regression Models with Multivariate Failure Time Data
This page was built for publication: Quantile regression for longitudinal data with a working correlation model