Bootstrap methods for bias correction and confidence interval estimation for nonlinear quantile regression of longitudinal data
نویسندگان
چکیده
منابع مشابه
Quantile Regression Estimation of Nonlinear Longitudinal Data
This paper examines a weighted version of the quantile regression estimator defined by Koenker and Bassett (1978), adjusted to the case of nonlinear longitudinal data. Different weights are used and compared by computer simulation using a four-parameter logistic growth function and error terms following an AR(1) model. It is found that the estimator is performing quite well, especially for the ...
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2009
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949650802221180