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Quantile inference based on clustered data

Author

Listed:
  • Omer Ozturk

    (The Ohio State University)

  • Asuman Turkmen

    (The Ohio State University)

Abstract

One-sample sign test is one of the common procedures to develop distribution-free inference for a quantile of a population. A basic requirement of this test is that the observations in a sample must be independent. This assumption is violated in certain settings, such as clustered data, grouped data and longitudinal studies. Failure to account for dependence structure leads to erroneous statistical inferences. In this study, we have developed statistical inference for a population quantile of order p in either balanced or unbalanced designs by incorporating dependence structure when the distribution of within-cluster observations is exchangeable. We provide a point estimate, develop a testing procedure and construct confidence intervals for a population quantile of order p. Simulation studies are performed to demonstrate that the confidence intervals achieve their nominal coverage probabilities. We finally apply the proposed procedure to Academic Performance Index data.

Suggested Citation

  • Omer Ozturk & Asuman Turkmen, 2016. "Quantile inference based on clustered data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(7), pages 867-893, October.
    • Handle: RePEc:spr:metrik:v:79:y:2016:i:7:d:10.1007_s00184-016-0581-0
    DOI: 10.1007/s00184-016-0581-0
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    References listed on IDEAS

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