Quantile regression in linear mixed models: a stochastic approximation EM approach

DOI10.4310/SII.2017.V10.N3.A10MaRDI QIDQ1748666zbMATH OpenOpenAlexWikidataFDO

Authors Christian E. Galarza, Dipankar Bandyopadhyay, V. H. Lachos

Publication date 14 May 2018

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/sii.2017.v10.n3.a10

zbMATH Keywords

asymmetric Laplace distributionlikelihoodSAEM algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Stochastic approximation (62L20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(20)

• Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
• Heavy-tailed longitudinal regression models for censored data: a robust parametric approach
• Turán problems for \(k\)-geodetic digraphs
• Quantile regression via the EM algorithm
• Estimation of linear composite quantile regression using EM algorithm
• Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• qrLMM
• Likelihood-based inference for censored linear regression models with scale mixtures of skew-normal distributions
• Shrinkage estimation of fixed and random effects in linear quantile mixed models
• A mixed stochastic approximation EM (MSAEM) algorithm for the estimation of the four-parameter normal ogive model
• Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling
• Flexible longitudinal linear mixed models for multiple censored responses data
• Influence diagnostics in spatial models with censored response
• Likelihood-based inference for spatiotemporal data with censored and missing responses
• Censored autoregressive regression models with student-t innovations
• Mixed effect modelling and variable selection for quantile regression
• A stochastic algorithm for quantile regression models with fixed effects
• Quantile regression: a review of methodological advances in linear, Bayesian, panel data, and measurement error models
• Quantile regression for nonlinear mixed effects models: a likelihood based perspective

Describes a project that uses

Uses Software

• R

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