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

likelihoodSAEM algorithmasymmetric Laplace distribution

Mathematics Subject Classification ID

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

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Cited in

(18)

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

Describes a project that uses

Uses Software

• R

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