Bayesian quantile regression for longitudinal count data

ABSTRACT

This work introduces Bayesian quantile regression modelling framework for the analysis of longitudinal count data. In this model, the response variable is not continuous and hence an artificial smoothing of counts is incorporated. The Bayesian implementation utilizes the normal–exponential mixture representation of the asymmetric Laplace distribution for the response variable. An efficient Gibbs sampling algorithm is derived for fitting the model to the data. The model is illustrated through simulation studies and implemented in an application drawn from neurology. Model comparison demonstrates the practical utility of the proposed model.

KEYWORDS:

• Asymmetric Laplace
• Gibbs sampling
• longitudinal count data
• Markov chain Monte Carlo
• Poisson process
• quantile regression

Disclosure statement

No potential conflict of interest was reported by the author.