Bayesian Lasso-mixed quantile regression.

In this paper, we discuss the regularization in linear-mixed quantile regression. A hierarchical Bayesian model is used to shrink the fixed and random effects towards the common population values by introducing anl1penalty in the mixed quantile regression check function. A Gibbs sampler is developed to simulate the parameters from the posterior distributions. Through simulation studies and analysis of an age-related macular degeneration (ARMD) data, we assess the performance of the proposed method. The simulation studies and the ARMD data analysis indicate that the proposed method performs well in comparison with the other approaches. [ABSTRACT FROM PUBLISHER]