EDP Sciences
Hierarchical Quantile Modeling
About this book
This book offers a concise and comprehensive introduction to Hierarchical Quantile Modeling, a modern statistical methodology that extends traditional hierarchical models and quantile regression techniques to analyze complex data structures often found in fields like biology, economics, and education. Unlike classic models, Hierarchical Quantile Modeling accommodates heteroscedasticity and nonparametric relationships, allowing for a detailed study of the entire conditional distribution of a response variable.
The book is structured in four parts: an introduction to hierarchical modeling, a detailed look at quantile regression, an in-depth exploration of Hierarchical Quantile Modeling, and practical applications using real-world hierarchical, repeated, and clustered data. Drawing on the author’s decade-long experience in research and teaching, this guide is ideal for graduate students, researchers, and practitioners. It includes examples and software guidance using R, S-plus, SAS, and SPSS, making it a valuable resource for anyone interested in advanced statistical analysis.
Author / Editor information
Professor TIAN Maozai is Vice Director of Center for Applied Statistics, Renmin University of China. His research covers a large range of topics in mathematics and statistics, such as quantile regression, hierarchical models, hierarchical- quantile regression modeling, big data modeling, adaptive smoothing, Bayesian statistical inference, computer intensive methods, etc.
Topics
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Frontmatter
i -
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Preface
iii -
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Contents
vii - Part I QUANTILE REGRESSION MODELLING
- Chapter 1 LINEAR QUANTILE REGRESSION
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1.1 Education: Mathematical Achievements
3 -
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1.2 Large Sample Properties
16 -
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1.3 Bibliographic Notes
19 - Chapter 2 NONPARAMETRIC QUANTILE REGRESSION
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2.1 Robust Local Approximation Method
20 -
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2.2 Nonparametric Function Estimation
40 -
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2.3 Local Linear Quantile Regression
55 - Chapter 3 ADAPTIVE QUANTILE REGRESSION
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3.1 Locally Constant Adaptive Quantile Regression
69 -
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3.2 Locally Linear Adaptive Quantile Regression
82 - Chapter 4 ADAPTIVE QUANTILES REGRESSION
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4.1 Additive Conditional Quantiles with High-Dimensional Covariates
91 -
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4.2 Nonparametric Estimation
105 - Chapter 5 QUANTILE REGRESSION BASED ON VARYING-COEFFICIENT MODELS
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5.1 Adaptive Quantile Regression Based on Varying-coefficient Models
127 -
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5.2 Varying-coefficient Models with Heteroscedasticity
143 - Chapter 6 SINGLE-INDEX QUANTILE REGRESSION
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6.1 Single Index Models
163 -
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6.2 CQR for Varying Coefficient Single-index Models
179 - Chapter 7 QUANTILE AUTOREGRESSION
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7.1 Introduction
196 -
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7.2 The Model
197 -
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7.3 Estimation
203 -
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7.4 Quantitle Monotonicity
208 -
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7.5 Inference
209 - Chapter 8 COMPOSITE QUANTILE REGRESSION
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8.1 Composite Quantile and Model Selection
213 -
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8.2 Local Quantile Regression
229 - Chapter 9 HIGH DIMENSIONAL QUANTILE REGRESSION
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9.1 Diagnostic for Ultra High Heterogeneity
248 -
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9.2 Bayesian Quantile Regression
264 - Part II HIERARCHICAL MODELING
- Chapter 10 HIERARCHICAL LINEAR MODELS
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10.1 Bayes Estimates
273 -
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10.2 Maximum Likelihood from Incomplete Data
283 -
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10.3 EM-algorithm
296 -
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10.4 Iterative Generalized Least Squares
310 -
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10.5 Scoring Algorithm
324 -
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10.6 Newton-Raphson Algorithm
337 - Chapter 11 HIERARCHICAL GENERALIZED LINEAR MODELS
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11.1 Hierarchical Likelihood
354 -
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11.2 A Gibbs Sampling Approach
383 - Chapter 12 HIERARCHICAL NONLINEAR MODELS
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12.1 Conditional Second-Order Generalized Estimating Equations
394 -
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12.2 A Hybrid Estimator
407 - Chapter 13 HIERARCHICAL SEMIPARAMETRIC MODELS
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13.1 Hierarchical Semiparametric Nonlinear Mixed-Effects Models
429 -
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13.2 Simultaneously Modeling for Mean-Covariance
444 - Chapter 14 HIERARCHICAL SPLINE MODELS
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14.1 Introduction
463 -
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14.2 Nonparametric Estimation
465 -
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14.3 WALD Tests for Regression Quantile Models
467 -
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14.4 Conclusions
470 -
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14.5 Bibliographic Notes
470 - Chapter 15 HIERARCHIAL LINEAR QUANTILE MODELING
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15.1 Introduction
473 -
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15.2 The Hierarchical Quantile Regression Model
474 -
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15.3 EQ Algorithm
475 -
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15.4 Asymptotic Properties
477 -
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15.5 Bibliographic Notes
483 - Chapter 16 HIERARCHICAL SEMIPARAMETRIC QUANTILE MODELING 16.1 Introduction
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16.1 Introduction
485 -
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16.2 The Models and Estimation
487 -
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16.3 Asymptotic Results
492 -
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16.4 Conclusion
499 -
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16.5 Bibliographic Notes
499 - Chapter 17 COMPOSITE HIERARCHICAL LINEAR QUANTILE MODELING
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17.1 Introduction
501 -
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17.2 The Models
502 -
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17.3 Estimation
504 -
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17.4 Asymptotic Properties
506 -
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17.5 Discussion
511 -
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17.6 Bibliographic Notes
511 - Chapter 18 COMPOSITE HIERARCHICAL SEMIPARAMETRIC QUANTILE MODELING
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18.1 Introduction
513 -
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18.2 The Models
515 -
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18.3 Estimation and Algorithm
516 -
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18.4 Asymptotic Properties
517 -
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18.5 Discussion
522 -
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18.6 Bibliographic Notes
523 - Part IV LARGE SCALE APPLICATIONS TO REAL DATA
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Chapter 19 APPLICATIONS OF QUANTILE REGRESSION
527 -
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19.1 Introduction
527 -
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19.2 Applications to Mathematical Education Based on LQR
540 -
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19.3 Application of Local LQR
556 -
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19.4 The Widening Gap between the Rich and the Poor
560 -
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19.5 Boston Housing Analysis Using AQR
561 -
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19.6 The Analysis of Japanese Firms in the Chemical Industry by Employing AQR
565 -
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19.7 The Analysis of Norwegian Air Pollution Bying Quantile Varying-coefficient Regression
568 -
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19.8 Empirical Application to Air Pollution Based HVCMs
570 -
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19.9 Boston Pricing by Single-index Quantile Regression
571 -
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19.10 Boston Pricing Using VCSIM
575 -
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19.11 Two Economic Time Series Basedbon the Quantile Autoregression
576 -
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19.12 The UK Family Expenditure Using Local CQR Methodology
579 -
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19.13 Analysis of Microarray Dataset
581 -
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19.14 Analysis of Two Data Sets Through Bayesian Quantile Autoregression
585 - Chapter 20 APPLICATIONS OF HIERARCHICAL REGRESSION MODELS
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20.1 Two-factor Experimental Designs and Multiple Regression
588 -
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20.2 Examples of EM Algorithms
599 -
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20.3 Law Schools, Field Mice and Professional Football Teams
613 -
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20.4 A Longitudinal Study of Educational Achievements
624 -
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20.5 Ovarian Follicle and Calcium Supplement
627 -
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20.6 Applications of Hierarchical Generalized Linear Models
630 -
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20.7 Infectious Disease Data of Indonesia
642 -
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20.8 Epileptic Seizure
646 -
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20.9 Eight Guinea Pigs
648 -
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20.10 Canadian Temperature
653 -
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20.11 CD4 Cell
656 - Chapter 21 APPLICATIONS OF HIERARCHICAL QUANTILE REGRESSION MODELING
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21.1 Household Electricity Demands
661 -
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21.2 Mathematics Education in Canada
673 -
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21.3 The Mean Pixel Intensity of Lymphnodes in the CT Scan
679 -
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21.4 Applications of Composite Hierachical Linear Quantile Regression
685 -
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21.5 Applications of Semi-HCQR Method to Partial HIV Monitoring Data
688 -
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Bibliographic Notes
692 -
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Bibliography
693 -
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Index
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