Quantile Regression Modeling of Latent Trajectory Features with Longitudinal Data
Quantile regression has demonstrated promising utility in longitudinal data analysis. Existing work is primarily focused on modeling cross-sectional outcomes, while outcome trajectories often carry more substantive information in practice. In this work, we develop a trajectory quantile regression fr...
| Veröffentlicht in: | Journal of applied statistics. - 1991. - 46(2019), 16 vom: 01., Seite 2884-2904 |
|---|---|
| 1. Verfasser: | |
| Weitere Verfasser: | , |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2019
|
| Zugriff auf das übergeordnete Werk: | Journal of applied statistics |
| Schlagworte: | Journal Article Corrected loss function Latent longitudinal trajectory Multilevel modeling Quantile regression |
| Zusammenfassung: | Quantile regression has demonstrated promising utility in longitudinal data analysis. Existing work is primarily focused on modeling cross-sectional outcomes, while outcome trajectories often carry more substantive information in practice. In this work, we develop a trajectory quantile regression framework that is designed to robustly and flexibly investigate how latent individual trajectory features are related to observed subject characteristics. The proposed models are built under multilevel modeling with usual parametric assumptions lifted or relaxed. We derive our estimation procedure by novelly transforming the problem at hand to quantile regression with perturbed responses and adapting the bias correction technique for handling covariate measurement errors. We establish desirable asymptotic properties of the proposed estimator, including uniform consistency and weak convergence. Extensive simulation studies confirm the validity of the proposed method as well as its robustness. An application to the DURABLE trial uncovers sensible scientific findings and illustrates the practical value of our proposals |
|---|---|
| Beschreibung: | Date Revised 11.06.2020 published: Print-Electronic Citation Status PubMed-not-MEDLINE |
| ISSN: | 0266-4763 |
| DOI: | 10.1080/02664763.2019.1620706 |