Empirical likelihood and quantile regression in longitudinal data analysis

We propose a novel quantile regression approach for longitudinal data analysis which naturally incorporates auxiliary information from the conditional mean model to account for within-subject correlations. The efficiency gain is quantified theoretically and demonstrated empirically via simulation studies and the analysis of a real dataset. Copyright 2011, Oxford University Press.

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Year of publication:	2011
Authors:	Tang, Cheng Yong ; Leng, Chenlei
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 98.2011, 4, p. 1001-1006
Publisher:	Biometrika Trust

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010613188