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Gaussian estimation 1 Induced smoothing method 1 Pseudolikelihood 1 Repeated measurements 1 Working covariance matrix 1
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Fu, Liya 1 Wang, You-Gan 1 Zhu, Min 1
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Computational Statistics & Data Analysis 1
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A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
Fu, Liya; Wang, You-Gan; Zhu, Min - In: Computational Statistics & Data Analysis 84 (2015) C, pp. 41-53
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...
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