Quantile regression for longitudinal data based on latent Markov subject-specific parameters

• Published in: Statistics and computing Vol. 22; no. 1; pp. 141 - 152
• Main Author: Farcomeni, Alessio
• Format: Journal Article
• Language: English
• Published: Boston Springer US 01.01.2012
• Subjects: Artificial Intelligence; Mathematics and Statistics; Probability and Statistics in Computer Science; Statistical Theory and Methods; Statistics; Statistics and Computing/Statistics Programs; Hidden Markov model; Longitudinal data; Quantile regression; Asymmetric Laplace distribution

We propose a latent Markov quantile regression model for longitudinal data with non-informative drop-out. The observations, conditionally on covariates, are modeled through an asymmetric Laplace distribution. Random effects are assumed to be time-varying and to follow a first order latent Markov cha...