TY - JOUR
T1 - Quantile regression modeling of latent trajectory features with longitudinal data
AU - Ma, Huijuan
AU - Peng, Limin
AU - Fu, Haoda
N1 - Publisher Copyright:
© 2019, © 2019 Informa UK Limited, trading as Taylor & Francis Group.
PY - 2019/12/10
Y1 - 2019/12/10
N2 - Quantile regression has demonstrated promising utility in longitudinal data analysis. Existing work is primarily focused on modeling cross-sectional outcomes, while outcome trajectories often carry more substantive information in practice. In this work, we develop a trajectory quantile regression framework that is designed to robustly and flexibly investigate how latent individual trajectory features are related to observed subject characteristics. The proposed models are built under multilevel modeling with usual parametric assumptions lifted or relaxed. We derive our estimation procedure by novelly transforming the problem at hand to quantile regression with perturbed responses and adapting the bias correction technique for handling covariate measurement errors. We establish desirable asymptotic properties of the proposed estimator, including uniform consistency and weak convergence. Extensive simulation studies confirm the validity of the proposed method as well as its robustness. An application to the DURABLE trial uncovers sensible scientific findings and illustrates the practical value of our proposals.
AB - Quantile regression has demonstrated promising utility in longitudinal data analysis. Existing work is primarily focused on modeling cross-sectional outcomes, while outcome trajectories often carry more substantive information in practice. In this work, we develop a trajectory quantile regression framework that is designed to robustly and flexibly investigate how latent individual trajectory features are related to observed subject characteristics. The proposed models are built under multilevel modeling with usual parametric assumptions lifted or relaxed. We derive our estimation procedure by novelly transforming the problem at hand to quantile regression with perturbed responses and adapting the bias correction technique for handling covariate measurement errors. We establish desirable asymptotic properties of the proposed estimator, including uniform consistency and weak convergence. Extensive simulation studies confirm the validity of the proposed method as well as its robustness. An application to the DURABLE trial uncovers sensible scientific findings and illustrates the practical value of our proposals.
KW - Corrected loss function
KW - latent longitudinal trajectory
KW - multilevel modeling
KW - quantile regression
UR - https://www.scopus.com/pages/publications/85073230794
U2 - 10.1080/02664763.2019.1620706
DO - 10.1080/02664763.2019.1620706
M3 - 文章
AN - SCOPUS:85073230794
SN - 0266-4763
VL - 46
SP - 2884
EP - 2904
JO - Journal of Applied Statistics
JF - Journal of Applied Statistics
IS - 16
ER -