Bayesian composite quantile regression for linear mixed-effects models

Yuzhu Tian, Heng Lian and Maozai Tian

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 15, 7717-7731

Abstract: Longitudinal data are commonly modeled with the normal mixed-effects models. Most modeling methods are based on traditional mean regression, which results in non robust estimation when suffering extreme values or outliers. Median regression is also not a best choice to estimation especially for non normal errors. Compared to conventional modeling methods, composite quantile regression can provide robust estimation results even for non normal errors. In this paper, based on a so-called pseudo composite asymmetric Laplace distribution (PCALD), we develop a Bayesian treatment to composite quantile regression for mixed-effects models. Furthermore, with the location-scale mixture representation of the PCALD, we establish a Bayesian hierarchical model and achieve the posterior inference of all unknown parameters and latent variables using Markov Chain Monte Carlo (MCMC) method. Finally, this newly developed procedure is illustrated by some Monte Carlo simulations and a case analysis of HIV/AIDS clinical data set.

Date: 2017
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7717-7731

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DOI: 10.1080/03610926.2016.1161798

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