A Systematic Review of Quantile Regression in Varying Coefficient Models for Longitudinal Data

Abstract

Varying coefficient models have some regression coefficients allowed to vary as smooth functions of other variables. Applying varying coefficient models for longitudinal data determined the effect of different covariates between the time variable called the time-varying coefficient model. Several researchers used this model with a different approach. Quantile regression is a technique that uses P-splines as an estimation procedure. This research conducts a systematic literature review of the peer-reviewed papers on varying coefficient models with quantile objective function inspired by Hastie and Tibshirani. Furthermore, it shows a comprehensive bibliometric analysis involving a co-authorships network of the productive authors as well as a bibliometric map with the clustered term. The varying coefficient model and quantile regression are used to exposes a thematic analysis. Finally, the varying coefficient model, which includes time and spatial effects, is an interesting topic for further research.