Boosting Structured Additive Quantile Regression for Longitudinal Childhood Obesity Data
Author
Abstract
Suggested Citation
DOI: 10.1515/ijb-2012-0035
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Breitfelder, Ariane & Wenig, Christina M. & Wolfenstetter, Silke B. & Rzehak, Peter & Menn, Petra & John, Jürgen & Leidl, Reiner & Bauer, Carl Peter & Koletzko, Sibylle & Röder, Stefan & Herbarth, Olf, 2011. "Relative weight-related costs of healthcare use by children--Results from the two German birth cohorts, GINI-plus and LISA-plus," Economics & Human Biology, Elsevier, vol. 9(3), pages 302-315, July.
- Fenske, Nora & Kneib, Thomas & Hothorn, Torsten, 2011. "Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 494-510.
- Franco Sassi & Marion Devaux & Michele Cecchini & Elena Rusticelli, 2009. "The Obesity Epidemic: Analysis of Past and Projected Future Trends in Selected OECD Countries," OECD Health Working Papers 45, OECD Publishing.
- Koenker, Roger, 2004. "Quantile regression for longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 91(1), pages 74-89, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mohamed Ouhourane & Yi Yang & Andréa L. Benedet & Karim Oualkacha, 2022. "Group penalized quantile regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(3), pages 495-529, September.
- Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2016. "A quantile-boosting approach to forecasting gold returns," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 38-55.
- Tepegjozova Marija & Zhou Jing & Claeskens Gerda & Czado Claudia, 2022. "Nonparametric C- and D-vine-based quantile regression," Dependence Modeling, De Gruyter, vol. 10(1), pages 1-21, January.
- Abdellah Atanane & Abdallah Mkhadri & Karim Oualkacha, 2025. "An efficient hybrid approach of quantile and expectile regression," Statistical Papers, Springer, vol. 66(6), pages 1-45, October.
- Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Bauer, Ida & Haupt, Harry & Linner, Stefan, 2024. "Pinball boosting of regression quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 200(C).
- Lu, Yao & Zhan, Shuwei & Zhan, Minghua, 2024. "Has FinTech changed the sensitivity of corporate investment to interest rates?—Evidence from China," Research in International Business and Finance, Elsevier, vol. 68(C).
- Savranlar, Buket & Atay Polat, Melike & Aslan, Alper, 2023. "What are the mistakes we think are correct about the ‘Natural resource curse’ hypothesis? New insights from quantile regressions via method of moments for EU," Resources Policy, Elsevier, vol. 85(PA).
- Hyunkeun Ryan Cho, 2018. "Statistical inference in a growth curve quantile regression model for longitudinal data," Biometrics, The International Biometric Society, vol. 74(3), pages 855-862, September.
- Haddou, Samira, 2024. "Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Rieger, Matthias, 2015. "Risk aversion, time preference and health production: Theory and empirical evidence from Cambodia," Economics & Human Biology, Elsevier, vol. 17(C), pages 1-15.
- Halldén, Filip & Hultberg, Anna & Ahmed, Ali & Uddin, Gazi Salah & Yahya, Muhammad & Troster, Victor, 2025. "The role of institutional quality on public renewable energy investments," Renewable and Sustainable Energy Reviews, Elsevier, vol. 215(C).
- Benjamin Hofner & Andreas Mayr & Nikolay Robinzonov & Matthias Schmid, 2014. "Model-based boosting in R: a hands-on tutorial using the R package mboost," Computational Statistics, Springer, vol. 29(1), pages 3-35, February.
- Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
- Bonnet, Céline & Requillart, Vincent, 2010. "Is The Eu Sugar Policy Reform Likely To Increase Obesity?," 115th Joint EAAE/AAEA Seminar, September 15-17, 2010, Freising-Weihenstephan, Germany 116414, European Association of Agricultural Economists.
- Jorge E. Galán & María Rodríguez Moreno, 2020. "At-risk measures and financial stability," Financial Stability Review, Banco de España, issue Autumn.
- Dimelis, Sophia & Giotopoulos, Ioannis & Louri, Helen, 2015.
"Can firms grow without credit?: evidence from the Euro Area, 2005-2011: a quantile panel analysis,"
LSE Research Online Documents on Economics
61157, London School of Economics and Political Science, LSE Library.
- Sophia Dimelis, Ioannis Giotopoulos and Helen Louri, 2015. "Can Firms Grow Without Credit? Evidence from the Euro Area, 2005-2011: A Quantile Panel Analysis," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 89, Hellenic Observatory, LSE.
- Zhao, Congyu & Wang, Jianda & Dong, Kangyin & Wang, Kun, 2023. "How does renewable energy encourage carbon unlocking? A global case for decarbonization," Resources Policy, Elsevier, vol. 83(C).
- Otto-Sobotka, Fabian & Salvati, Nicola & Ranalli, Maria Giovanna & Kneib, Thomas, 2019. "Adaptive semiparametric M-quantile regression," Econometrics and Statistics, Elsevier, vol. 11(C), pages 116-129.
- Inanoglu, Hulusi & Jacobs, Michael, Jr. & Liu, Junrong & Sickles, Robin, 2015. "Analyzing Bank Efficiency: Are "Too-Big-to-Fail" Banks Efficient?," Working Papers 15-016, Rice University, Department of Economics.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:ijbist:v:9:y:2013:i:1:p:18:n:5. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyterbrill.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/bpj/ijbist/v9y2013i1p18n5.html