Improved multiple quantile regression estimation with nonignorable dropouts

• Published in: Journal of the Korean Statistical Society Vol. 52; no. 1; pp. 1 - 32
• Main Authors: Ma, Wei, Zhang, Ting, Wang, Lei
• Format: Journal Article
• Language: English
• Published: Singapore Springer Nature Singapore 01.03.2023
• Subjects: Applied Statistics; Bayesian Inference; Mathematics and Statistics; Research Article; Statistical Theory and Methods; Statistics; Statistics and Computing/Statistics Programs; Within-subject correction; Quadratic inference function; Nonignorable dropout; Smoothed empirical likelihood
• ISSN: 1226-3192; 2005-2863
• DOI: 10.1007/s42952-022-00185-1

This paper proposes an efficient approach to deal with the issue of estimating multiple quantile regression (MQR) model. The relationship between the multiple quantiles and within-subject correlation is accommodated to improve efficiency in the presence of nonignorable dropouts. We adopt empirical l...