Smoothing combined estimating equations in quantile regression for longitudinal data
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Recommendations
- Quantile regression for longitudinal data with a working correlation model
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Cites work
- scientific article; zbMATH DE number 4104198 (Why is no real title available?)
- scientific article; zbMATH DE number 1865743 (Why is no real title available?)
- scientific article; zbMATH DE number 5586351 (Why is no real title available?)
- A Simplex Method for Function Minimization
- Analysis of least absolute deviation
- Conditional growth charts. (With discussion and rejoinder)
- Consistent model selection for marginal generalized additive model for correlated data
- Detecting Differential Expressions in GeneChip Microarray Studies
- Empirical likelihood and quantile regression in longitudinal data analysis
- Generalized method of moments estimation for linear regression with clustered failure time data
- Improving generalised estimating equations using quadratic inference functions
- Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
- Inference for censored quantile regression models in longitudinal studies
- Inference on quantile regression for heteroscedastic mixed models
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- On the use of a working correlation matrix in using generalised linear models for repeated measures
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Quantile regression for longitudinal data
- Quantile regression for longitudinal data with a working correlation model
- Quantile regression in partially linear varying coefficient models
- Quantile regression.
- Quasi-Likelihood for Median Regression Models
- Regression Quantiles
- Standard errors and covariance matrices for smoothed rank estimators
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
Cited in
(42)- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
- Smoothed quantile regression with nonignorable dropouts
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
- Weighted quantile regression for longitudinal data
- A flexible and robust method for assessing conditional association and conditional concordance
- Multistate quantile regression models
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
- Linear quantile regression models for longitudinal experiments: an overview
- Estimation and variable selection of quantile partially linear additive models for correlated data
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- Composite quantile regression for correlated data
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
- Quantile regression modeling of latent trajectory features with longitudinal data
- Composite quantile estimation for kink model with longitudinal data
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
- 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
- Quantile regression for longitudinal data with a working correlation model
- Population-level information for improving quantile regression efficiency
- Robust and smoothing variable selection for quantile regression models with longitudinal data
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
- Smooth quantile ratio estimation with regression: estimating medical expenditures for smoking-attributable diseases
- Marginal quantile regression for varying coefficient models with longitudinal data
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Improving estimation efficiency in quantile regression with longitudinal data
- Parametric modeling of quantile regression coefficient functions with longitudinal data
- Semiparametric function-on-function quantile regression model with dynamic single-index interactions
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
- Combining least-squares and quantile regressions
- Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
- Generalized partial linear models with nonignorable dropouts
- Smooth expectiles for panel data using penalized splines
- Multikink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis
- Distributed quantile regression for longitudinal big data
- GEE analysis for longitudinal single-index quantile regression
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
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