Quantile regression for longitudinal data with a working correlation model

DOI10.1016/J.CSDA.2012.02.005zbMATH Open1252.62046OpenAlexW1969835623MaRDI QIDQ693266FDOQ693266

Liya Fu, You-Gan Wang

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

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zbMATH Keywords

unbiased estimating functionsinduced smoothing methodcovariance estimateexchangeable correlation structureindependence working model

Mathematics Subject Classification ID

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)

Cites Work

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• Between- and Within-Cluster Covariate Effects in the Analysis of Clustered Data
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• Rank-based regression with repeated measurements data
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• Analysis of clustered data: A combined estimating equations approach

Cited In (38)

• Estimation and variable selection of quantile partially linear additive models for correlated data
• Distributed quantile regression for longitudinal big data
• Robust statistical inference for longitudinal data with nonignorable dropouts
• Robust and smoothing variable selection for quantile regression models with longitudinal data
• Efficient estimation in the partially linear quantile regression model for longitudinal data
• A semiparametric Bayesian approach for joint-quantile regression with clustered data
• Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
• Improved kth power expectile regression with nonignorable dropouts
• Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach
• Quantile regression modeling of latent trajectory features with longitudinal data
• Smoothing combined estimating equations in quantile regression for longitudinal data
• Marginal M-quantile regression for multivariate dependent data
• Weighted quantile regression for longitudinal data using empirical likelihood
• Marginal quantile regression for varying coefficient models with longitudinal data
• Weighted quantile regression in varying-coefficient model with longitudinal data
• Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
• Improved composite quantile regression and variable selection with nonignorable dropouts
• Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
• Title not available (Why is that?)
• Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
• Composite quantile regression for correlated data
• Nonparametric tests for panel count data with unequal observation processes
• Linear quantile mixed models
• Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
• Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates
• Title not available (Why is that?)
• Modelling and estimation of nonlinear quantile regression with clustered data
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
• Quantile regression for nonlinear mixed effects models: a likelihood based perspective
• Quantile Regression for Correlated Observations
• A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
• Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
• Linear quantile regression models for longitudinal experiments: an overview
• Generalized partial linear models with nonignorable dropouts
• Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
• Smoothed quantile regression with nonignorable dropouts
• Weighted quantile regression for longitudinal data

Uses Software

• R

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