Semiparametric partial linear quantile regression of longitudinal data with time varying coefficients and informative observation times

Xuerong Chen, Jianguo Sun, Lei Liu

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

Regression analysis of longitudinal data has been a popular topic in many fields for long time. However, only limited research exists for the case where observation times may be informative and for quantile regression of longitudinal data. In particular, to our knowledge, there does not exist any established method for quantile regression of longitudinal data with informative observation times, the focus of this paper. More specifically, we discuss this problem and present a semiparametric partial linear model with time-varying coefficients. For estimation, B-splines are used to approximate the time-varying coefficients and in addition to the estimation approach, model checking and selection procedures are also provided. The latter can be used to determine the covariates that indeed have time-varying effects on the longitudinal process of interest. The proposed method can identify the underlying true model structure and estimate the parameters simultaneously. Also we establish the convergence rate of the proposed estimators and the asymptotic normality of the estimated time-independent regression parameters. For the assessment of the finite sample performance of the proposed methods, an extensive simulation study is conducted and suggests that they work well for practical situations. They are applied to a set of longitudinal medical cost data on chronic heart failure patients that motivated this study.

Original languageEnglish (US)
Pages (from-to)1437-1458
Number of pages22
JournalStatistica Sinica
Volume25
Issue number4
DOIs
StatePublished - Oct 2015

Funding

We wish to thank the Editor Qiwei Yao, associate editor and two reviewers for their many helpful and insightful comments and suggestions that greatly improved the paper. Liu's research is partly supported by AHRQ grant R01 HS020263. Chen's research is supported by Fundamental Research Funds for the Central Universities JBK140507 and JBK141111.

Keywords

  • B-splines
  • Group penalized model selection
  • Informative observation times
  • Semiparametric time-varying coefficient model

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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