Abstract:Motivated by a genome‐wide association study on the glomerular filtration rate, we develop a new robust test for longitudinal data to detect the effects of biomarkers in high‐dimensional quantile regression, in the presence of prespecified control variables. The test is based on the sum of score‐type statistics deduced from conditional quantile regression. The test statistic is constructed in a working‐independent manner, but the calibration reflects the intrinsic within‐subject correlation. Therefore, the tes… Show more
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