Marginal quantile regression for varying coefficient models with longitudinal data

Marginal M-quantile regression for multivariate dependent data

“…This method provides consistent estimates of the regression coefficients in the presence of misspecification of the postulated correlation matrix (Zeger et al 1988) and has been adapted to quantile regression by Fu & Wang (2012) and Lu & Fan (2015). Related literature on the use of quantile regression and marginal models includes Lipsitz et al (1997), Yang et al (2017), Zhao et al (2020) and Lin et al (2020), for example. In our paper we introduce a generalization of the GEE approach of by using the Huber's loss function.…”