Smoothing combined estimating equations in quantile regression for longitudinal data
From MaRDI portal
Publication:892456
DOI10.1007/s11222-012-9358-0zbMath1325.62141MaRDI QIDQ892456
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
efficiency; quantile regression; working correlation; longitudinal data analysis; quadratic inference function; induced smoothing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62J12: Generalized linear models (logistic models)
Related Items
Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data, Quantile regression modeling of latent trajectory features with longitudinal data, Robust statistical inference for longitudinal data with nonignorable dropouts, A new GEE method to account for heteroscedasticity using asymmetric least-square regressions, Smoothed quantile regression with nonignorable dropouts, Composite quantile estimation for kink model with longitudinal data, Improved composite quantile regression and variable selection with nonignorable dropouts, Multikink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis, Semiparametric function-on-function quantile regression model with dynamic single-index interactions, Robust and smoothing variable selection for quantile regression models with longitudinal data, Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis, Linear quantile regression models for longitudinal experiments: an overview, Smooth expectiles for panel data using penalized splines, Improving estimation efficiency in quantile regression with longitudinal data, Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data, A Gaussian pseudolikelihood approach for quantile regression with repeated measurements, A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data, Composite quantile regression for correlated data, Efficient estimation in the partially linear quantile regression model for longitudinal data, Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts, Generalized partial linear models with nonignorable dropouts, 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, Weighted quantile regression for longitudinal data, Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
Cites Work
- Unnamed Item
- Unnamed Item
- 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 with a working correlation model
- Conditional growth charts. (With discussion and rejoinder)
- Inference for censored quantile regression models in longitudinal studies
- Quantile regression in partially linear varying coefficient models
- Quantile regression for longitudinal data
- Empirical likelihood and quantile regression in longitudinal data analysis
- Quasi-Likelihood for Median Regression Models
- Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
- Analysis of least absolute deviation
- Generalized method of moments estimation for linear regression with clustered failure time data
- Regression Quantiles
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
- On the use of a working correlation matrix in using generalised linear models for repeated measures
- Consistent Model Selection for Marginal Generalized Additive Model for Correlated Data
- Detecting Differential Expressions in GeneChip Microarray Studies
- Standard errors and covariance matrices for smoothed rank estimators
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- A Simplex Method for Function Minimization
