Summary: There is no literature on outlier-robust parametric mixed-effects quantile regression models for continuous proportion data as an alternative to systematically identifying and eliminating outliers. To fill this gap, we formulate a robust method by extending the recently proposed fixed-effects quantile regression model based on the heavy-tailed Johnson-\(t\) distribution for continuous proportion data to the mixed-effects modeling context, using a Bayesian approach. Our proposed method is motivated by and used to model the extreme quantiles of the vitality of cushion plants to provide insights into the ecology of the system in which the plants are dominant. We conducted a simulation study to assess the new method’s performance and robustness to outliers. We show that the new model has good accuracy and confidence interval coverage properties and is remarkably robust to outliers. In contrast, our study demonstrates that the current approach in the literature for modeling hierarchically structured bounded data’s quantiles is susceptible to outliers, especially when modeling the extreme quantiles. We conclude that the proposed model is an appropriate robust alternative to the current approach for modeling the quantiles of correlated continuous proportions when outliers are present in the data.
© 2023 The Authors. Statistica Neerlandica published by John Wiley & Sons Ltd on behalf of Netherlands Society for Statistics and Operations Research.