Bayesian Lasso-mixed quantile regression

DOI10.1080/00949655.2012.731689zbMath1453.62450OpenAlexW2005767658MaRDI QIDQ5219945

Rahim Alhamzawi, Ke-ming Yu

Publication date: 9 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://bura.brunel.ac.uk/handle/2438/12504

zbMATH Keywords

longitudinal dataquantile regressionrandom effectsGibbs samplerasymmetric Laplace distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Related Items

Bayesian quantile regression for ordinal longitudinal data ⋮ Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index ⋮ Shrinkage estimation of fixed and random effects in linear quantile mixed models ⋮ Bayesian reciprocal LASSO quantile regression ⋮ A new Gibbs sampler for Bayesian lasso ⋮ Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data ⋮ Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood ⋮ Quantile regression for large-scale data via sparse exponential transform method ⋮ Bayesian model selection in linear mixed effects models with autoregressive(p) errors using mixture priors ⋮ Bayesian elastic net single index quantile regression ⋮ Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models

Uses Software

• quantreg
• SuppDists
• vioplot

Cites Work

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• The Bayesian Lasso
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• Regression Quantiles
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
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• Gibbs sampling methods for Bayesian quantile regression
• Fixed and Random Effects Selection in Linear and Logistic Models
• Bayesian quantile regression