Smoothing combined estimating equations in quantile regression for longitudinal data

DOI10.1007/S11222-012-9358-0zbMATH Open1325.62141OpenAlexW2093560596MaRDI QIDQ892456FDOQ892456

Authors: Chenlei Leng, Weiping Zhang 

Publication date: 19 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-012-9358-0

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zbMATH Keywords

quantile regressionefficiencyinduced smoothingquadratic inference functionlongitudinal data analysisworking correlation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Cites Work

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• Quantile regression in partially linear varying coefficient models
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• On the use of a working correlation matrix in using generalised linear models for repeated measures
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Cited In (42)

• Estimation and variable selection of quantile partially linear additive models for correlated data
• GEE analysis for longitudinal single-index quantile regression
• Distributed quantile regression for longitudinal big data
• Robust statistical inference for longitudinal data with nonignorable dropouts
• Quantile regression and empirical likelihood for the analysis of longitudinal data with monotone missing responses due to dropout, with applications to quality of life measurements from clinical trials
• Robust and smoothing variable selection for quantile regression models with longitudinal data
• Parametric modeling of quantile regression coefficient functions with longitudinal data
• Efficient estimation in the partially linear quantile regression model for longitudinal data
• Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
• Composite quantile estimation for kink model with longitudinal data
• Quantile regression modeling of latent trajectory features with longitudinal data
• Population-level information for improving quantile regression efficiency
• Smooth quantile ratio estimation with regression: estimating medical expenditures for smoking-attributable diseases
• Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
• 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
• A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
• A flexible and robust method for assessing conditional association and conditional concordance
• Multistate quantile regression models
• Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
• Composite quantile regression for correlated data
• Combining least-squares and quantile regressions
• Multikink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
• 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
• 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
• Semiparametric function-on-function quantile regression model with dynamic single-index interactions
• Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation
• Smoothed quantile regression with nonignorable dropouts
• Weighted quantile regression for longitudinal data
• Quantile regression for longitudinal data with a working correlation model
• Smooth expectiles for panel data using penalized splines
• Improving estimation efficiency in quantile regression with longitudinal data

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