Mohammad Arshad Rahman, Angela Vossmeyer
arXiv 12 Sep 2019 · Econometrics · 8 citations (OpenAlex)
arXiv:1909.05560 · PDF · DOI · OpenAlex · Extracted main text
This paper develops a framework for quantile regression in binary longitudinal data settings. A novel Markov chain Monte Carlo (MCMC) method is designed to fit the model and its computational efficiency is demonstrated in a simulation study. The proposed approach is flexible in that it can account for common and individual-specific parameters, as well as multivariate heterogeneity associated with several covariates. The methodology is applied to study female labor force participation and home ownership in the United States. The results offer new insights at the various quantiles, which are of interest to policymakers and researchers alike.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Luo, Y., Lian, H., and Tian, M (2012) Bayesian Quantile Regression for Longitudinal Data Models | 1.000 | 5 | 3 | 100% |
| 2 | Chib, S. and Jeliazkov, I (2006) Inference in Semiparametric Dynamic Models for Binary Longitudinal Data | 0.928 | 4 | 3 | 100% |
| 3 | Kordas, G (2006) Smoothed Binary Regression Quantiles | 0.811 | 4 | 2 | 100% |
| 4 | Alhamzawi, R. and Ali, H. T. M (2018) Bayesian Quantile Regression for Ordinal Longitudinal Data | 0.737 | 3 | 2 | 100% |
| 5 | Bartolucci, F. and Farcomeni, A (2012) A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure | 0.737 | 3 | 2 | 100% |
| 6 | Chib, S. and Carlin, B. P (1999) On MCMC sampling in Hierarchical Longitudinal Models | 0.737 | 3 | 2 | 100% |
| 7 | Heckman, J. J (1981) Heterogeneity and State Dependence, in | 0.737 | 3 | 2 | 100% |
| 8 | Hyslop, D. R (1999) State Dependence, Serial Correlation and Heteregeneity in Intertemporal Labor Force Participation of Married Women | 0.644 | 4 | 1 | 100% |
| 9 | Geweke, J (1991) Efficient Simulation from the Multivariate Normal and Student- | 0.644 | 3 | 2 | 67% |
| 10 | Bartolucci, F. and Nigro, V (2010) A Dynamic Model for Binary Panel Data with Unobserved Heterogeneity Admitting a $n$-Consistent Conditional Estimator | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 87 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Modeling and Analysis of Discrete Response Data: Applications to Public Opinion on Marijuana Legalization in the United States | 0.405 | 1 | 1 |
| 2 | Flexible Bayesian Quantile Analysis of Residential Rental Rates | 0.405 | 1 | 1 |