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Quantile regression in longitudinal studies with dropouts and measurement errors.

Authors :
Qin, Guoyou
Zhang, Jiajia
Zhu, Zhongyi
Source :
Journal of Statistical Computation & Simulation. Nov2016, Vol. 86 Issue 17, p3527-3542. 16p.
Publication Year :
2016

Abstract

Quantile regression models, as an important tool in practice, can describe effects of risk factors on the entire conditional distribution of the response variable with its estimates robust to outliers. However, there is few discussion on quantile regression for longitudinal data with both missing responses and measurement errors, which are commonly seen in practice. We develop a weighted and bias-corrected quantile loss function for the quantile regression with longitudinal data, which allows both missingness and measurement errors. Additionally, we establish the asymptotic properties of the proposed estimator. Simulation studies demonstrate the expected performance in correcting the bias resulted from missingness and measurement errors. Finally, we investigate the Lifestyle Education for Activity and Nutrition study and confirm the effective of intervention in producing weight loss after nine month at the high quantile. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00949655
Volume :
86
Issue :
17
Database :
Academic Search Index
Journal :
Journal of Statistical Computation & Simulation
Publication Type :
Academic Journal
Accession number :
117807203
Full Text :
https://doi.org/10.1080/00949655.2016.1171867