Showing 1 - 5 of 5
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...
Persistent link: https://www.econbiz.de/10011191034
We consider rank regression for clustered data analysis and investigate the induced smoothing method for obtaining the asymptotic covariance matrices of the parameter estimators. We prove that the induced estimating functions are asymptotically unbiased and the resulting estimators are strongly...
Persistent link: https://www.econbiz.de/10008550814
Persistent link: https://www.econbiz.de/10010683986
This paper proposes a linear quantile regression analysis method for longitudinal data that combines the between- and within-subject estimating functions, which incorporates the correlations between repeated measurements. Therefore, the proposed method results in more efficient parameter...
Persistent link: https://www.econbiz.de/10010574437
For clustered survival data, the traditional Gehan-type estimator is asymptotically equivalent to using only the between-cluster ranks, and the within-cluster ranks are ignored. The contribution of this paper is two fold, (i) incorporating within-cluster ranks in censored data analysis, and (ii)...
Persistent link: https://www.econbiz.de/10008914434