Bayesian relative composite quantile regression with ordinal longitudinal data and some case studies

Yu-Zhu Tian, Chun-Ho Wu, Man-Lai Tang, Mao-Zai Tian

Research output: Contribution to journalArticlepeer-review


In real applied fields such as clinical medicine, environmental sciences, psychology as well as economics, we often encounter the task of conducting statistical inference for longitudinal data with ordinal responses. The traditional methods of longitudinal data analysis are often inclined to model continuous responses, which are no longer suitable for such ordinal data. Logistic regression and probit regression are two considerable methods which are frequently used to model ordinal longitudinal responses. However, such modelling methods just depict the mean feature of latent outcome variable and may produce non-robust results when encountering nor-normal errors or outliers. As a proper alternative of mean regression models, composite quantile regression (CQR) method is usually employed to derive robust estimation. The target of this paper is to investigate the CQR estimation approach for ordinal latent longitudinal model. The joint Bayesian hierarchical model is established and a relative CQR estimation approach is suggested to conduct posterior inference for the considered model. Further, in longitudinal data modelling, excessive predictors may be brought into in the models which result in the decrease of the model prediction precision. Bayesian L1/2 regularized prior is incorporated into ordinal longitudinal CQR model to conduct variable selection simultaneously. Finally, simulation studies and two ordinal longitudinal data analysis are hired to illustrate the considered method.
Original languageEnglish
Pages (from-to)1-26
Number of pages26
JournalJournal of Statistical Computation and Simulation
Early online date29 Mar 2024
Publication statusE-pub ahead of print - 29 Mar 2024


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