Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data

DOI10.1080/01621459.2021.1892702zbMath1464.62260arXiv2006.00160OpenAlexW3132676440MaRDI QIDQ4999156

Matteo Bottai, Iván Fernández-Val, Paolo Frumento

Publication date: 6 July 2021

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.00160

zbMATH Keywords

longitudinal quantile regressionparametric quantile functionpenalized fixed-effectsR package qrcmtwo-level quantile function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (4)

Quantile regression for count data: jittering versus regression coefficients modelling in the analysis of credits earned by university students after remote teaching ⋮ Nonparametric inference on smoothed quantile regression process ⋮ Parametric expectile regression and its application for premium calculation ⋮ Robust estimation and regression with parametric quantile functions

Uses Software

• R
• qrcm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Linear quantile mixed models
• Finite mixtures of quantile and M-quantile regression models
• Asymptotics for panel quantile regression models with individual effects
• Robust penalized quantile regression estimation for panel data
• Quantile regression for longitudinal data based on latent Markov subject-specific parameters
• Smoothing combined estimating equations in quantile regression for longitudinal data
• Quantile regression with varying coefficients
• The second-order bias and mean squared error of nonlinear estimators
• Estimating the dimension of a model
• The incidental parameter problem since 1948
• Statistical estimation in varying coefficient models
• Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
• Quantile regression for longitudinal data
• Joint asymptotics for semi-nonparametric regression models with partially linear structure
• GEE analysis for longitudinal single-index quantile regression
• Mixed-rates asymptotics
• Parametric modeling of quantile regression coefficient functions
• Semiparametric Approach to a Random Effects Quantile Regression Model
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Quantile and Probability Curves Without Crossing
• Regression Quantiles
• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
• Linear Regression Limit Theory for Nonstationary Panel Data
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Parametric modeling of quantile regression coefficient functions with censored and truncated data
• Split-panel Jackknife Estimation of Fixed-effect Models
• A simple approach to quantile regression for panel data
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Nonlinear panel data estimation via quantile regressions
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Consistent Estimates Based on Partially Consistent Observations
• A new look at the statistical model identification

This page was built for publication: Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data