Dataset Information

Quantile regression for static panel data models with time-invariant regressors.

ABSTRACT: This paper proposes two new weighted quantile regression estimators for static panel data model with time-invariant regressors. The two new estimators can improve the estimation of the coefficients with time-invariant regressors, which are computationally convenient and simple to implement. Also, the paper shows consistency and asymptotic normality of the two proposed estimator for sequential and simultaneous N, T asymptotics. Monte Carlo simulation in various parameters sets proves the validity of the proposed approach. It has an empirical application to study the effects of the influence factors of China's exports using the trade gravity model.

SUBMITTER: Tao L

PROVIDER: S-EPMC10396028 | biostudies-literature | 2023

REPOSITORIES: biostudies-literature

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Quantile regression for static panel data models with time-invariant regressors.

Tao Li L Tai Lingnan L Tian Maozai M

PloS one 20230802 8

This paper proposes two new weighted quantile regression estimators for static panel data model with time-invariant regressors. The two new estimators can improve the estimation of the coefficients with time-invariant regressors, which are computationally convenient and simple to implement. Also, the paper shows consistency and asymptotic normality of the two proposed estimator for sequential and simultaneous N, T asymptotics. Monte Carlo simulation in various parameters sets proves the validity ...[more]

PMID: 37531367

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Project description:MotivationMost existing microbiome association analyses focus on the association between microbiome and conditional mean of health or disease-related outcomes, and within this vein, vast computational tools and methods have been devised for standard binary or continuous outcomes. However, these methods tend to be limited either when the underlying microbiome-outcome association occurs somewhere other than the mean level, or when distribution of the outcome variable is irregular (e.g. zero-inflated or mixtures) such that conditional outcome mean is less meaningful. We address this gap by investigating association analysis between microbiome compositions and conditional outcome quantiles.ResultsWe introduce a new association analysis tool named MiRKAT-IQ within the Microbiome Regression-based Kernel Association Test framework using Integrated Quantile regression models to examine the association between microbiome and the distribution of outcome. For an individual quantile, we utilize the existing kernel machine regression framework to examine the association between that conditional outcome quantile and a group of microbial features (e.g. microbiome community compositions). Then, the goal of examining microbiome association with the whole outcome distribution is achieved by integrating all outcome conditional quantiles over a process, and thus our new MiRKAT-IQ test is robust to both the location of association signals (e.g. mean, variance, median) and the heterogeneous distribution of the outcome. Extensive numerical simulation studies have been conducted to show the validity of the new MiRKAT-IQ test. We demonstrate the potential usefulness of MiRKAT-IQ with applications to actual biological data collected from a previous microbiome study.Availability and implementationR codes to implement the proposed methodology is provided in the MiRKAT package, which is available on CRAN.Supplementary informationSupplementary data are available at Bioinformatics online.

Dataset Information

Quantile regression for static panel data models with time-invariant regressors.

Publications

Quantile regression for static panel data models with time-invariant regressors.

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