Quantile regression of longitudinal data with informative observation times

doi:10.1016/j.jmva.2015.11.007

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	Quantile regression of longitudinal data with informative observation times
	Chen, Xuerong 1; Tang, Niansheng 4; Zhou, Yong2,3
	2016-02-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	144 页码:176-188
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.
关键词	Estimating equation Informative observation times Longitudinal data Quantile regression Resampling method
DOI	10.1016/j.jmva.2015.11.007
语种	英语
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
WOS类目	Statistics & Probability
WOS记录号	WOS:000368467500013
出版者	ELSEVIER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/21805
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.