A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
Fu, Liya, Wang, You-Gan, & Zhu, Min (2015) A Gaussian pseudolikelihood approach for quantile regression with repeated measurements. Computational Statistics and Data Analysis, 84, pp. 41-53.
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Description
To enhance the efficiency of regression parameter estimation by modeling the correlation structure of correlated binary error terms in quantile regression with repeated measurements, we propose a Gaussian pseudolikelihood approach for estimating correlation parameters and selecting the most appropriate working correlation matrix simultaneously. The induced smoothing method is applied to estimate the covariance of the regression parameter estimates, which can bypass density estimation of the errors. Extensive numerical studies indicate that the proposed method performs well in selecting an accurate correlation structure and improving regression parameter estimation efficiency. The proposed method is further illustrated by analyzing a dental dataset.
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| ID Code: | 79331 | ||||
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| Item Type: | Contribution to Journal (Journal Article) | ||||
| Refereed: | Yes | ||||
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| Measurements or Duration: | 13 pages | ||||
| Keywords: | Gaussian estimation, Induced smoothing method, Pseudolikelihood, Repeated measurements, Working covariance matrix | ||||
| DOI: | 10.1016/j.csda.2014.11.002 | ||||
| ISSN: | 0167-9473 | ||||
| Pure ID: | 32858383 | ||||
| Divisions: | Past > QUT Faculties & Divisions > QUT Business School Past > QUT Faculties & Divisions > Science & Engineering Faculty Current > Schools > School of Economics & Finance |
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| Copyright Owner: | Consult author(s) regarding copyright matters | ||||
| Copyright Statement: | This work is covered by copyright. Unless the document is being made available under a Creative Commons Licence, you must assume that re-use is limited to personal use and that permission from the copyright owner must be obtained for all other uses. If the document is available under a Creative Commons License (or other specified license) then refer to the Licence for details of permitted re-use. It is a condition of access that users recognise and abide by the legal requirements associated with these rights. If you believe that this work infringes copyright please provide details by email to [email protected] | ||||
| Deposited On: | 09 Dec 2014 22:50 | ||||
| Last Modified: | 09 Feb 2025 15:23 |
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