Weighted quantile regression for longitudinal data
نویسندگان
چکیده
منابع مشابه
Quantile Regression for Longitudinal Data
The penalized least squares interpretation of the classical random effects estimator suggests a possible way forward for quantile regression models with a large number of “fixed effects”. The introduction of a large number of individual fixed effects can significantly inflate the variability of estimates of other covariate effects. Regularization, or shrinkage of these individual effects toward...
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ژورنال
عنوان ژورنال: Computational Statistics
سال: 2014
ISSN: 0943-4062,1613-9658
DOI: 10.1007/s00180-014-0550-x