Efficient quantile marginal regression for longitudinal data with dropouts

Abstract

In many biomedical studies independent variables may affect the conditional distribution of the response differently in the middle as opposed to the upper or lower tail. Quantile regression evaluates diverse covariate effects on the conditional distribution of the response with quantile-specific regression coefficients. In this paper, we develop an empirical likelihood inference procedure for longitudinal data that accommodates both the within-subject correlations and informative dropouts under missing at random mechanisms. We borrow the matrix expansion idea of the quadratic inference function and incorporate the within-subject correlations under an informative working correlation structure. The proposed procedure does not assume the exact knowledge of the true correlation structure nor does it estimate the parameters of the correlation structure. Theoretical results show that the resulting estimator is asymptotically normal and more efficient than one attained under a working independence correlation structure. We expand the proposed approach to account for informative dropouts under missing at random mechanisms. The methodology is illustrated by empirical studies and a real-life example of HIV data analysis.

Keywords: Empirical likelihood; Longitudinal data; Missing at random; Quadratic inference function; Quantile regression.