Empirical likelihood and quantile regression in longitudinal data analysis

• 成果类型: Article
• 署名作者: Tang, Cheng Yong; Leng, Chenlei
• 署名单位: National University of Singapore
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asr050
• 发表日期: 2011
• 页码: 10011006
• 关键词: semiparametric estimation; linear-regression; median regression; estimators; inference

摘要

We propose a novel quantile regression approach for longitudinal data analysis which naturally incorporates auxiliary information from the conditional mean model to account for within-subject correlations. The efficiency gain is quantified theoretically and demonstrated empirically via simulation studies and the analysis of a real dataset.