Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates

Cites Work

Longitudinal data analysis using generalized linear models
Variance estimation in censored quantile regression via induced smoothing
Empirical likelihood for quantile regression models with longitudinal data
Quantile regression for longitudinal data with a working correlation model
Smoothing combined estimating equations in quantile regression for longitudinal data
A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
Weighted quantile regression for longitudinal data
Shrinkage Empirical Likelihood Estimator in Longitudinal Analysis with Time‐Dependent Covariates—Application to Modeling the Health of Filipino Children
Empirical likelihood and quantile regression in longitudinal data analysis
Quasi-Likelihood for Median Regression Models
Analyzing Repeated Measures on Generalized Linear Models via the Bootstrap
Regression Quantiles
A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models
Analysis of clustered data: A combined estimating equations approach
Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
A Caveat Concerning Independence Estimating Equations with Multivariate Binary Data
Marginal Regression Analysis of Longitudinal Data With Time-Dependent Covariates: A Generalized Method-of-Moments Approach
Standard errors and covariance matrices for smoothed rank estimators
Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
Quantile Regression Models with Multivariate Failure Time Data

This page was built for publication: Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates