Population-level information for improving quantile regression efficiency

Yang Lv, Guoyou Qin and Zhongyi Zhu

Statistics & Probability Letters, 2024, vol. 215, issue C

Abstract: Observational studies often rely on sample survey data for estimation, given the difficulty of obtaining exhaustive information for the entire population. However, the use of sample data can lead to a reduction in estimation efficiency due to sampling error. When certain population-level data are accessible, devising an effective strategy to integrate them into the underlying estimation process proves advantageous. This paper proposes a methodology based on empirical likelihood for conducting quantile regression analysis on longitudinal data while incorporating population-level information. Both theoretical analysis and numerical simulations demonstrate that the proposed approach outperforms estimation methods that do not leverage population-level data.

Keywords: Empirical likelihood; Longitudinal data; Population-level data; Quantile regression (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715224001962
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:215:y:2024:i:c:s0167715224001962

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2024.110227

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().