Abstract
When observations are correlated, modeling the within-subject correlation structure using quantile regression for longitudinal data can be difficult unless a working independence structure is utilized. Although this approach ensures consistent estimators of the regression coefficients, it may result in less efficient regression parameter estimation when data are highly correlated. Therefore, several marginal quantile regression methods have been proposed to improve parameter estimation. In a longitudinal study some of the covariates may change their values over time, and the topic of time-dependent covariate has not been explored in the marginal quantile literature. As a result, we propose an approach for marginal quantile regression in the presence of time-dependent covariates, which includes a strategy to select a working type of time-dependency. In this manuscript, we demonstrate that our proposed method has the potential to improve power relative to the independence estimating equations approach due to the reduction of mean squared error.
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Author contribution: All the authors have accepted responsibility for the entire content of this submitted manuscript and approved submission.
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Research funding: None declared.
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Conflict of interest: The authors declare that they have no conflict of interest with respect to the research.
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Disclaimer: The findings and conclusions in this manuscript are those of the authors and do not necessarily represent the views of the National Institute for Occupational Safety and Health, Centers for Disease Control and Prevention.
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Supplementary material
The online version of this article offers supplementary material (https://doi.org/10.1515/ijb-2020-0010).
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