Modelling the distribution of health related quality of life of advanced melanoma patients in a longitudinal multi-centre clinical trial using M-quantile random effects regression
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Grace Y. Yi & Wenqing He, 2009. "Median Regression Models for Longitudinal Data with Dropouts," Biometrics, The International Biometric Society, vol. 65(2), pages 618-625, June.
- Serena Broccoli & Giulia Cavrini & Marco Zoli, 2005. "A quantile regression approach to the analysis of the quality of life determinants in the elderly," Statistica, Department of Statistics, University of Bologna, vol. 65(4), pages 419-436.
- D. Pfeffermann & C. J. Skinner & D. J. Holmes & H. Goldstein & J. Rasbash, 1998. "Weighting for unequal selection probabilities in multilevel models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(1), pages 23-40.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Jones, M. C., 1994. "Expectiles and M-quantiles are quantiles," Statistics & Probability Letters, Elsevier, vol. 20(2), pages 149-153, May.
- Newey, Whitney K & Powell, James L, 1987. "Asymmetric Least Squares Estimation and Testing," Econometrica, Econometric Society, vol. 55(4), pages 819-847, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Francesco Schirripa Spagnolo & Nicola Salvati & Antonella D’Agostino & Ides Nicaise, 2020. "The use of sampling weights in M‐quantile random‐effects regression: an application to Programme for International Student Assessment mathematics scores," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 991-1012, August.
- Otto-Sobotka, Fabian & Salvati, Nicola & Ranalli, Maria Giovanna & Kneib, Thomas, 2019. "Adaptive semiparametric M-quantile regression," Econometrics and Statistics, Elsevier, vol. 11(C), pages 116-129.
- Hamidi, Benjamin & Maillet, Bertrand & Prigent, Jean-Luc, 2014.
"A dynamic autoregressive expectile for time-invariant portfolio protection strategies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 1-29.
- Benjamin HAMIDI & Bertrand MAILLET & Jean-Luc PRIGENT, 2013. "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," LEO Working Papers / DR LEO 164, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A dynamic autoregressive expectile for time-invariant portfolio protection strategies," Post-Print hal-01697643, HAL.
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers halshs-01015390, HAL.
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers 2014-131, Department of Research, Ipag Business School.
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A dynamic autoregressive expectile for time-invariant portfolio protection strategies," Post-Print hal-02312331, HAL.
- Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles, 2024.
"Extreme expectile estimation for short-tailed data,"
Journal of Econometrics, Elsevier, vol. 241(2).
- Abdelaati Daouia & Simone A. Padoan & Gilles Stupfler, 2024. "Extreme expectile estimation for short-tailed data," Post-Print hal-04672516, HAL.
- Bonaccolto, Giovanni & Caporin, Massimiliano & Maillet, Bertrand B., 2022.
"Dynamic large financial networks via conditional expected shortfalls,"
European Journal of Operational Research, Elsevier, vol. 298(1), pages 322-336.
- Giovanni Bonaccolto & Massimiliano Caporin & Bertrand Maillet, 2022. "Dynamic Large Financial Networks via Conditional Expected Shortfalls," Post-Print hal-03287947, HAL.
- Lina Liao & Cheolwoo Park & Hosik Choi, 2019. "Penalized expectile regression: an alternative to penalized quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 409-438, April.
- Maria Marino & Alessio Farcomeni, 2015. "Linear quantile regression models for longitudinal experiments: an overview," METRON, Springer;Sapienza Università di Roma, vol. 73(2), pages 229-247, August.
- V. Maume-Deschamps & D. Rullière & A. Usseglio-Carleve, 2018. "Spatial Expectile Predictions for Elliptical Random Fields," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 643-671, June.
- Merlo, Luca & Petrella, Lea & Salvati, Nicola & Tzavidis, Nikos, 2022. "Marginal M-quantile regression for multivariate dependent data," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
- Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles, 2023. "Extreme expectile estimation for short-tailed data, with an application to market risk assessment," TSE Working Papers 23-1414, Toulouse School of Economics (TSE), revised May 2024.
- repec:hum:wpaper:sfb649dp2015-047 is not listed on IDEAS
- Gao, Suhao & Yu, Zhen, 2023. "Parametric expectile regression and its application for premium calculation," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 242-256.
- repec:hum:wpaper:sfb649dp2013-001 is not listed on IDEAS
- Kim, Joonpyo & Oh, Hee-Seok, 2020. "Pseudo-quantile functional data clustering," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
- C. Adam & I. Gijbels, 2022. "Local polynomial expectile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(2), pages 341-378, April.
- Kuosmanen, Timo & Zhou, Xun, 2021. "Shadow prices and marginal abatement costs: Convex quantile regression approach," European Journal of Operational Research, Elsevier, vol. 289(2), pages 666-675.
- Stahlschmidt, Stephan & Eckardt, Matthias & Härdle, Wolfgang Karl, 2014. "Expectile treatment effects: An efficient alternative to compute the distribution of treatment effects," SFB 649 Discussion Papers 2014-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Girard, Stéphane & Stupfler, Gilles & Usseglio-Carleve, Antoine, 2022. "Functional estimation of extreme conditional expectiles," Econometrics and Statistics, Elsevier, vol. 21(C), pages 131-158.
- Arab, Idir & Lando, Tommaso & Oliveira, Paulo Eduardo, 2022. "Comparison of Lp-quantiles and related skewness measures," Statistics & Probability Letters, Elsevier, vol. 183(C).
- Gschöpf, Philipp & Härdle, Wolfgang Karl & Mihoci, Andrija, 2015. "TERES: Tail event risk expectile based shortfall," SFB 649 Discussion Papers 2015-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mohammedi, Mustapha & Bouzebda, Salim & Laksaci, Ali, 2021. "The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data," Journal of Multivariate Analysis, Elsevier, vol. 181(C).
- Brenda López Cabrera & Franziska Schulz, 2017.
"Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 127-136, January.
- López Cabrera, Brenda & Schulz, Franziska, 2014. "Forecasting generalized quantiles of electricity demand: A functional data approach," SFB 649 Discussion Papers 2014-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
More about this item
Keywords
hierarchical data; in uence function; robust estimation; quantile regression; multilevel modelling;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-08-13 (Econometrics)
- NEP-HEA-2015-08-13 (Health Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:fubsbe:201519. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/fwfubde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.