• Corpus ID: 73622823

Latent drop-out transitions in quantile regression

  title={Latent drop-out transitions in quantile regression},
  author={Maria Francesca Marino and Marco Alf'o},
  journal={arXiv: Methodology},
Longitudinal data are characterized by the dependence between observations coming from the same individual. In a regression perspective, such a dependence can be usefully ascribed to unobserved features (covariates) specific to each individual. On these grounds, random parameter models with time-constant or time-varying structure are well established in the generalized linear model context. In the quantile regression framework, specifications based on random parameters have only recently known… 

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