Finite mixtures of quantile and M-quantile regression models

@article{Alf2017FiniteMO,
  title={Finite mixtures of quantile and M-quantile regression models},
  author={Marco Alf{\`o} and Nicola Salvati and Maria Giovanna Ranalli},
  journal={Statistics and Computing},
  year={2017},
  volume={27},
  pages={547-570}
}
In this paper we define a finite mixture of quantile and M-quantile regression models for heterogeneous and /or for dependent/clustered data. Components of the finite mixture represent clusters of individuals with homogeneous values of model parameters. For its flexibility and ease of estimation, the proposed approaches can be extended to random coefficients with a higher dimension than the simple random intercept case. Estimation of model parameters is obtained through maximum likelihood, by… CONTINUE READING
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