154
Views
1
CrossRef citations to date
0
Altmetric
Research Article

Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models

ORCID Icon & ORCID Icon
Pages 579-609 | Received 28 Sep 2020, Accepted 11 Aug 2021, Published online: 27 Aug 2021

References

  • Diggle P, Heagerty P, Liang KY, et al. Analysis of longitudinal data. Oxford: OUP; 2002.
  • Lipsitz SR, Fitzmaurice GM, Molenberghs G, et al. Quantile regression methods for longitudinal data with drop-outs: application to CD4 cell counts of patients infected with the human immunodeficiency virus. J R Stat Soc Ser C. 1997;46:463–476.
  • Koenker R. Quantile regression for longitudinal data. J Multivar Anal. 2004;91:74–89.
  • Geraci M, Bottai M. Quantile regression for longitudinal data using the asymmetric laplace distribution. Biostatistics. 2007;8:140–154.
  • Geraci M, Bottai M. Linear quantile mixed models. Stat Comput. 2014;24:461–479.
  • Galarza C, Lachos V, Bandyopadhyay D. Quantile regression in linear mixed models: a stochastic approximation em approach. Stat Interface. 2017;10:471–482.
  • Yuan X, Lin N, Dong X, et al. Weighted quantile regression for longitudinal data using empirical likelihood. Sci China Math. 2017;60:147–164.
  • Chernozhukov V, Fernandez-Val I, Hahn J, et al. Average and quantile effects in nonseparable panel models. Econometrica. 2013;81:535–580.
  • Graham B, Hahn J, Poirier A, et al. Quantile regression with panel data. NBER Working Paper 21034; 2016.
  • Harding M, Lamarche C. Estimating and testing a quantile regression model with interactive effects. J Econom. 2014;178:101–113.
  • Sriram K, Shi P, Ghosh P. A Bayesian quantile regression model for insurance company costs data. J R Stat Soc Ser A. 2016;179:177–202.
  • Alhamzawi R, Yu K. Bayesian Lasso-mixed quantile regression. J Stat Comput Simul. 2014;84:868–880.
  • Aghamohammadi A, Mohammadi S. Bayesian analysis of penalized quantile regression for longitudinal data. Stat Papers. 2017;58:1035–1053.
  • Li Q, Lin N. The Bayesian elastic net. Bayesian Anal. 2010;5:151–170.
  • Seber GAF. Linear regression analysis. New York: Wiley; 1977.
  • Chen Z, Dunson D. Random effects selection in linear mixed models. Biometrics. 2003;59:762–769.
  • Kinney SK, Dunson D. Fixed and random effects selection in linear and logistic models. Biometrics. 2008;63:690–698.
  • Bondell HD, Krishna A, Ghosh SK. Joint variable selection for fixed and random effects in linear mixed effects models. Biometrics. 2010;66:1069–1077.
  • Du Y, Kahlili A, Neslehova JG, et al. Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models. Can J Stat. 2013;41:596–616.
  • Yu K, Moyeed RA. Bayesian quantile regression. Stat Probab Lett. 2001;54:437–447.
  • Yu K, Zhang J. A three-parameter asymmetric Laplace distribution and its extension. Commun Stat Theory Mehods. 2005;34:1867–1879.
  • Kozumi H, Kobayashi G. Gibbs sampling methods for Bayesian quantile regression. J Stat Comput Simul. 2011;81:1565–1578.
  • Alshaybawee T, Midi H, Alhamzawi R. Bayesian elastic net single index quantile regression. J Appl Stat. 2017;44:853–871.
  • Andrews CL, Mallows DF. Scale mixtures of normal distributions. J R Stat Soc Ser B. 1974;36:99–102.
  • Peng H, Lu Y. Model selection in linear mixed effect models. J Multivar Anal. 2012;109:109–129.
  • Xu PR, Wang T, Zhu HT, et al. Double penalized h-likelihood for selection of fixed and random effects in mixed effects models. Stat Biosci. 2015;7:108–128.
  • Brooks SP, Gelman A. General methods for monitoring convergence of iterative simulations. J Comput Graph Stat. 1998;7:434–455.
  • Williams Y, Lu JP. Covariance selection in the linear mixed effect model. JMLR Workshop Conf Proc. 2015;44:277–291.
  • Galecki A, Burzykowski T. Linear mixed-effects models using R. New York: Springer; 2013.
  • Zou H, Yuan M. Composite quantile regression and the oracle model selection theory. Ann Stat. 2008;36:1108–1126.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.