Quantile regression in partially linear varying coefficient models
From MaRDI portal
Abstract: Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying coefficients. The functional coefficients are estimated by basis function approximations. The estimation procedure is easy to implement, and it requires no specification of the error distributions. The asymptotic properties of the proposed estimators are established for the varying coefficients as well as for the constant coefficients. We develop rank score tests for hypotheses on the coefficients, including the hypotheses on the constancy of a subset of the varying coefficients. Hypothesis testing of this type is theoretically challenging, as the dimensions of the parameter spaces under both the null and the alternative hypotheses are growing with the sample size. We assess the finite sample performance of the proposed method by Monte Carlo simulation studies, and demonstrate its value by the analysis of an AIDS data set, where the modeling of quantiles provides more comprehensive information than the usual least squares approach.
Recommendations
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models
- Varying-coefficient partially functional linear quantile regression models
- Quantile regression for dynamic partially linear varying coefficient time series models
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
Cites work
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Conditional growth charts. (With discussion and rejoinder)
- Detecting Differential Expressions in GeneChip Microarray Studies
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- scientific article; zbMATH DE number 4104198 (Why is no real title available?)
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 5586351 (Why is no real title available?)
- Local Linear Quantile Regression
- Nonparametric quantile estimations for dynamic smooth coefficient models
- On parameters of increasing dimensions
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Quantile regression for longitudinal data
- Quantile regression in varying coefficient models.
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
- Quantile regression with varying coefficients
- Semiparametric Time-Varying Coefficients Regression Model for Longitudinal Data
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Tests of linear hypotheses based on regression rank scores
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(only showing first 100 items - show all)- Quantile regression in varying coefficient models.
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Quantile regression in heteroscedastic varying coefficient models
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
- Estimation and testing for time-varying quantile single-index models with longitudinal data
- Time-varying quantile single-index model for multivariate responses
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Estimation and variable selection for quantile partially linear single-index models
- Quantile regression for additive coefficient models in high dimensions
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements
- Variable selection for spatial semivarying coefficient models
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Quantile regression for robust inference on varying coefficient partially nonlinear models
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Functional response regression analysis
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
- A quantile correlated random coefficients panel data model
- Pursuit of dynamic structure in quantile additive models with longitudinal data
- Estimation of general semi-parametric quantile regression
- Variable selection of varying coefficient models in quantile regression
- Efficient model selection in semivarying coefficient models
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Partial functional linear quantile regression
- Quantile regression for thinning-based INAR(1) models of time series of counts
- Copula and composite quantile regression-based estimating equations for longitudinal data
- Penalized kernel quantile regression for varying coefficient models
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Inference for high-dimensional varying-coefficient quantile regression
- High-dimensional quantile varying-coefficient models with dimension reduction
- Biclustering analysis of functionals via penalized fusion
- Varying coefficient linear discriminant analysis for dynamic data
- Modeling tail risks of inflation using unobserved component quantile regressions
- Statistical inference in the partial functional linear expectile regression model
- Single-index quantile regression with left truncated data
- An empirical likelihood check with varying coefficient fixed effect model with panel data
- Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
- Testing linearity in partial functional linear quantile regression model based on regression rank scores
- Smoothed partially linear quantile regression with nonignorable missing response
- Function-on-function partial quantile regression
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Function-on-scalar quantile regression with application to mass spectrometry proteomics data
- Statistical inference for the functional quadratic quantile regression model
- Nonparametric quantile regression estimation for functional data with responses missing at random
- Composite quantile estimation in partial functional linear regression model based on polynomial spline
- Robust simultaneous inference for the mean function of functional data
- Marginal quantile regression for varying coefficient models with longitudinal data
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Adaptively weighted group Lasso for semiparametric quantile regression models
- Robust check loss-based inference of semiparametric models and its application in environmental data
- Robust adaptive estimation for semivarying coefficient models
- Empirical likelihood for composite quantile regression modeling
- Weighted quantile regression for longitudinal data
- A note on estimating the bent line quantile regression model
- Variable selection in quantile varying coefficient models with longitudinal data
- Composite change point estimation for bent line quantile regression
- Varying-coefficient partially functional linear quantile regression models
- GEE analysis for longitudinal single-index quantile regression
- Hypothesis testing for regional quantiles
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
- Bayesian analysis of quantile regression for censored dynamic panel data
- Quantile regression for single-index-coefficient regression models
- Random weighting estimation of confidence intervals for quantiles
- The T-type estimate of a class of partially non linear models
- Composite quantile regression for varying-coefficient single-index models
- M-estimation for partially functional linear regression model based on splines
- Estimation for the Power-transformed Varying-coefficient Quantile Regression Model
- Nonparametric Estimation of Conditional Distributions and Rank-Tracking Probabilities With Time-Varying Transformation Models in Longitudinal Studies
- Focused information criterion and model averaging in quantile regression
- Variable selection for partially linear varying coefficient quantile regression model
- Efficient estimation for semi-varying coefficient model with an invertible linear process error
- Inference for single-index quantile regression models with profile optimization
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
- Variable selection in additive quantile regression using nonconcave penalty
- Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection
- Local asymptotics for nonparametric quantile regression with regression splines
- Variable selection for additive partial linear quantile regression with missing covariates
- scientific article; zbMATH DE number 7219003 (Why is no real title available?)
- Semiparametric partial linear quantile regression of longitudinal data with time varying coefficients and informative observation times
- Variable selection in semiparametric quantile modeling for longitudinal data
- scientific article; zbMATH DE number 5770662 (Why is no real title available?)
- Variable selection in high-dimensional quantile varying coefficient models
- An efficient model-free estimation of multiclass conditional probability
- Estimation and inference for varying coefficient partially nonlinear models
- Variable selection of the quantile varying coefficient regression models
- Asymptotics of nonparametric L-1 regression models with dependent data
- Variable selection in robust semiparametric modeling for longitudinal data
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- Functional partially linear quantile regression model
- P-splines quantile regression estimation in varying coefficient models
- Estimation in a semi-varying coefficient model for panel data with fixed effects
- Linear quantile regression models for longitudinal experiments: an overview
- Quantile Association Regression Models
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data
- Two-stage local rank estimation for generalised partially linear varying-coefficient models
This page was built for publication: Quantile regression in partially linear varying coefficient models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1043714)
