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Quantile regression of longitudinal data with informative observation times

文献类型：期刊论文

作者Chen, Xuerong1; Tang, Niansheng4; Zhou, Yong2,3
刊名JOURNAL OF MULTIVARIATE ANALYSIS
出版日期2016-02-01
卷号144页码:176-188
关键词Estimating equation Informative observation times Longitudinal data Quantile regression Resampling method
ISSN号0047-259X
DOI10.1016/j.jmva.2015.11.007
英文摘要Longitudinal data are frequently encountered in medical follow-up studies and economic research. Conditional mean regression and conditional quantile regression are often used to fit longitudinal data. Many methods focused on the cases where the observation times are independent of the response variables or conditionally independent of them given the covariates. Few papers have considered the case where the response variables depend on the observation times or observation times are random variables associated with a counting process. In this paper, we propose a marginally conditional quantile regression approach for modeling longitudinal data with random observing times and informative observation times. Estimators of the parameters in the proposed conditional quantile regression are derived by constructing non-smooth estimating equations when the observation times follow a counting process. Consistency and asymptotic normality for these estimators are established. Asymptotic variance is estimated based on a resampling method. A simulation study is conducted and suggests that the finite sample performance of the proposed approach is very good, and an illustrative approach is provided. (C) 2015 Elsevier Inc. All rights reserved.
资助项目National Natural Science Foundation of China (NSFC)[11501461] ; National Natural Science Foundation of China (NSFC)[71271128] ; Fundamental Research Funds for the Central Universities[JBK140507] ; Fundamental Research Funds for the Central Universities[JBK141111] ; National Science Fund for Distinguished Young Scholars of China[11225103] ; State Key Program of National Natural Science Foundation of China[71331006] ; NCMIS ; Key Laboratory of RCSDS, CAS ; Shanghai First-class Discipline A and IRTSHUFE, PCSIRT[IRT13077]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000368467500013
出版者ELSEVIER INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/21804]  
专题应用数学研究所
通讯作者Chen, Xuerong
作者单位1.Southwestern Univ Finance & Econ, Sch Stat, Chengdu, Sichuan, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
3.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China
4.Yunnan Univ, Dept Stat, Kunming, Yunnan, Peoples R China
推荐引用方式
GB/T 7714		 Chen, Xuerong,Tang, Niansheng,Zhou, Yong. Quantile regression of longitudinal data with informative observation times[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2016,144:176-188.
APA Chen, Xuerong,Tang, Niansheng,&Zhou, Yong.(2016).Quantile regression of longitudinal data with informative observation times.JOURNAL OF MULTIVARIATE ANALYSIS,144,176-188.
MLA Chen, Xuerong,et al."Quantile regression of longitudinal data with informative observation times".JOURNAL OF MULTIVARIATE ANALYSIS 144(2016):176-188.

入库方式： OAI收割

来源：数学与系统科学研究院

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