We propose a regression method for the estimation of conditional quantiles of a continuous response variable given a set of covariates when the data are dependent. Along with fixed regression coefficients, we introduce random coefficients which we assume to follow a form of multivariate Laplace distribution. In a simulation study, the proposed quantile mixed-effects regression is shown to model the dependence among longitudinal data correctly and estimate the fixed effects efficiently. It performs similarly to the linear mixed model at the central location when the regression errors are symmetrically distributed, but provides more efficient estimates when the errors are over-dispersed. At the same time, it allows the estimation at different locations of conditional distribution, which conveys a comprehensive understanding of data. We illustrate an application to clinical data where the outcome variable of interest is bounded within a closed interval.

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Mixed-Effects Models for Conditional Quantiles with Longitudinal Data
Yuan Liu / Matteo Bottai
1Medical University of South Carolina
1University of South Carolina
Citation Information: The International Journal of Biostatistics. Volume 5, Issue 1, Pages –, ISSN (Online) 1557-4679, DOI: 10.2202/1557-4679.1186, November 2009
Publication History:
- Published Online:
- 2009-11-07
Keywords: asymmetric Laplace distribution; longitudinal data; mixed-effects model; Monte Carlo Expectation Maximisation (MCEM) algorithm; multivariate Laplace distribution; quantile regression


















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