Smoothed quantile regression with nonignorable dropouts

DOI10.1142/S0219530521500354zbMath1493.62243MaRDI QIDQ5089725

Lei Wang, Wei Ma

Publication date: 15 July 2022

Published in: Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

variable selectionquadratic inference functioninverse probability weightingmissing not at randomsmoothed empirical likelihoodnonresponse instrument

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models
• Improving generalised estimating equations using quadratic inference functions
• Conditional empirical likelihood estimation and inference for quantile regression models
• Efficient estimation for longitudinal data by combining large-dimensional moment conditions
• Empirical likelihood for quantile regression models with longitudinal data
• Quantile regression for longitudinal data with a working correlation model
• Quantile regression for longitudinal data based on latent Markov subject-specific parameters
• Empirical likelihood ratio confidence regions
• Smoothing combined estimating equations in quantile regression for longitudinal data
• Composite quantile regression and the oracle model selection theory
• Estimating the dimension of a model
• Empirical likelihood and general estimating equations
• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
• Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information
• Quantile regression for longitudinal data
• Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
• Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
• Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
• Semiparametric inverse propensity weighting for nonignorable missing data
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
• Extended Bayesian information criteria for model selection with large model spaces
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Bayesian Quantile Regression for Longitudinal Studies with Nonignorable Missing Data
• The Analysis of Categorical Data From Complex Sample Surveys: Chi-Squared Tests for Goodness of Fit and Independence in Two-Way Tables
• Regression Quantiles
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Identification and Inference With Nonignorable Missing Covariate Data
• An instrumental variable approach for identification and estimation with nonignorable nonresponse
• A Semiparametric Estimation of Mean Functionals With Nonignorable Missing Data
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
• Model‐Assisted Regression Estimators for Longitudinal Data with Nonignorable Dropout