This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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619
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Type:
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Topic Contributed
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Date/Time:
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Thursday, August 5, 2010 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract - #307652 |
Title:
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Semiparametric Approach to Quantile Regression for Random Coefficients Models
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Author(s):
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Mi-Ok Kim*+
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Companies:
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Cincinnati Children's Hospital Medical Center
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Address:
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MLC 5041, Cincinnati, OH, 45229-3039,
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Keywords:
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Random Coefficient Models ;
Quantile Regression ;
Empirical Likelihood ;
Markov Chain Monte Carlo
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Abstract:
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We consider quantile regression for random coefficients models with clustered data. Cluster specific random coefficients represent regression quantiles at cluster levels and their means represent population level average of conditional regression quantiles of interest. We take a semi-parametric approach to the estimation and related inference. The estimation of the conditional quantiles at the cluster level is formulated as an estimating equations problem and empirical likelihood is used to incorporate parametrically specified random effects in the estimating equations problem. We use Markov Chain Monte Carlo (MCMC) samplers for the computation.
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Authors who are presenting talks have a * after their name.
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