Conditional growth charts. (With discussion and rejoinder)
From MaRDI portal
Publication:869963
DOI10.1214/009053606000000623zbMATH Open1106.62049arXivmath/0702634OpenAlexW3100004368WikidataQ63018288 ScholiaQ63018288MaRDI QIDQ869963FDOQ869963
Publication date: 12 March 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Growth charts are often more informative when they are customized per subject, taking into account prior measurements and possibly other covariates of the subject. We study a global semiparametric quantile regression model that has the ability to estimate conditional quantiles without the usual distributional assumptions. The model can be estimated from longitudinal reference data with irregular measurement times and with some level of robustness against outliers, and it is also flexible for including covariate information. We propose a rank score test for large sample inference on covariates, and develop a new model assessment tool for longitudinal growth data. Our research indicates that the global model has the potential to be a very useful tool in conditional growth chart analysis.
Full work available at URL: https://arxiv.org/abs/math/0702634
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Diagnostics, and linear inference and regression (62J20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Regression rank scores and regression quantiles
- Regression Quantiles
- Inference on the Quantile Regression Process
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Bivariate tensor-product \(B\)-splines in a partly linear model
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- A Lack-of-Fit Test for Quantile Regression
- Autoregression quantiles and related rank-scores processes
- Polynomial splines and nonparametric regression
- On parameters of increasing dimensions
- Tests of linear hypotheses based on regression rank scores
- Cumulative regression function tests for regression models for longitudinal data
Cited In (54)
- A comparison of statistical methods for age-specific reference values of discrete scales
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression
- Construction of optimal designs for quantile regression model via particle swarm optimization
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Transformed Dynamic Quantile Regression on Censored Data
- Estimation and variable selection for partially functional linear models
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data
- Modeling and prediction of children's growth data via functional principal component analysis
- Editorial: Quantile regression
- Efficient Estimation for Censored Quantile Regression
- A semiparametric Bayesian approach for joint-quantile regression with clustered data
- Variable selection for spatial semivarying coefficient models
- Quantile regression with varying coefficients
- Quantile regression in partially linear varying coefficient models
- Title not available (Why is that?)
- Estimating and testing a quantile regression model with interactive effects
- Smoothing combined estimating equations in quantile regression for longitudinal data
- Quantile index coefficient model with variable selection
- Quantile regression for dynamic partially linear varying coefficient time series models
- Quantile regression methods with varying-coefficient models for censored data
- Support vector quantile regression with varying coefficients
- Composite support vector quantile regression estimation
- Local bilinear multiple-output quantile/depth regression
- Variable selection in additive quantile regression using nonconcave penalty
- Asymptotics of the Non‐parametric Function for B‐splines‐based Estimation in Partially Linear Models
- Dynamic child growth prediction: A comparative methods approach
- Estimation and testing for time-varying quantile single-index models with longitudinal data
- Time-varying quantile single-index model for multivariate responses
- Estimation and variable selection for quantile partially linear single-index models
- Inference for censored quantile regression models in longitudinal studies
- \(L_{1}\)-estimation in a semiparametric model with longitudinal data
- Asymptotics for the nonparametric estimation of the mean function of a random process
- Efficient estimation for time-varying coefficient longitudinal models
- Pursuit of dynamic structure in quantile additive models with longitudinal data
- Semiparametric quantile regression analysis of right-censored and length-biased failure time data with partially linear varying effects
- B-spline estimation for partially linear varying coefficient composite quantile regression models
- Partial functional linear quantile regression
- Quantile regression for right-censored and length-biased data
- Linear quantile regression models for longitudinal experiments: an overview
- Flexible quantile contour estimation for multivariate functional data: beyond convexity
- Statistical inference for the functional quadratic quantile regression model
- On the unbiased asymptotic normality of quantile regression with fixed effects
- Estimation for the Power-transformed Varying-coefficient Quantile Regression Model
- M-based simultaneous inference for the mean function of functional data
- Weighted quantile regression for longitudinal data
- Robust optimal estimation of location from discretely sampled functional data
- Hierarchically penalized quantile regression
- Quantile regression for dynamic panel data with fixed effects
- Robust penalized quantile regression estimation for panel data
- Variable selection for partially linear varying coefficient quantile regression model
- Partially linear additive quantile regression in ultra-high dimension
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
This page was built for publication: Conditional growth charts. (With discussion and rejoinder)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q869963)
