Estimation and diagnostics for censored mixed effects models using scale mixtures of skew-normal distributions

• Grant number: 14/02938-9
• Support Opportunities: Regular Research Grants
• Start date: May 01, 2014
• End date: June 30, 2015
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Applied Probability and Statistics
• Principal Investigator: Víctor Hugo Lachos Dávila
• Grantee: Víctor Hugo Lachos Dávila
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• City of the host institution: Campinas

Abstract

In this project we present an inferential and diagnostic study of censored mixed effects models under the class of scale mixtures of normal distributions, from a classical and Bayesian perspective. We present an interesting EM algorithm for maximum likelihood Estimation, as well as, the Gibbs Sampling to proceed with Bayesian inference. The proposed algorithms are implemented in the R and WinBUGS packages. Results obtained from simulated and a real data are reported, illustrating the usefulness of the new methodology. (AU)

Scientific publications

(24)

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

GARAY, ALDO M.; CASTRO, LUIS M.; LESKOW, JACEK; LACHOS, VICTOR H.. Censored linear regression models for irregularly observed longitudinal data using the multivariate-t distribution. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 26, n. 2, p. 542-566, APR 2017. (12/19445-0, 14/02938-9, 13/21468-0, 14/11831-3)

GARAY, ALDO M.; LACHOS, VICTOR H.; LIN, TSUNG-I. Nonlinear censored regression models with heavy-tailed distributions. STATISTICS AND ITS INTERFACE, v. 9, n. 3, p. 281-293, 2016. (14/02938-9, 13/21468-0)

GARAY, ALDO M.; BOLFARINE, HELENO; LACHOS, VICTOR H.; CABRAL, CELSO R. B.. Bayesian analysis of censored linear regression models with scale mixtures of normal distributions. Journal of Applied Statistics, v. 42, n. 12, p. 2694-2714, DEC 2 2015. (14/02938-9, 13/21468-0)

FERREIRA, CLECIO S.; LACHOS, VICTOR H.; BOLFARINE, HELENO. Likelihood-based inference for multivariate skew scale mixtures of normal distributions. AStA-Advances in Statistical Analysis, v. 100, n. 4, p. 421-441, OCT 2016. (14/02938-9)

LACHOS, VICTOR H.; LOPEZ MORENO, EDGAR J.; CHEN, KUN; BARBOSA CABRAL, CELSO ROMULO. Finite mixture modeling of censored data using the multivariate Student-t distribution. JOURNAL OF MULTIVARIATE ANALYSIS, v. 159, p. 151-167, JUL 2017. (14/02938-9, 15/20922-5)

WANG, WAN-LUN; LIN, TSUNG-I; LACHOS, VICTOR H.. Extending multivariate-t linear mixed models for multiple longitudinal data with censored responses and heavy tails. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 27, n. 1, p. 48-64, JAN 2018. (14/02938-9)

CASTRO, LUIS MAURICIO; COSTA, DENISE REIS; PRATES, MARCOS OLIVEIRA; LACHOS, VICTOR HUGO. Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-t distribution. STATISTICS AND COMPUTING, v. 25, n. 6, p. 1163-1183, NOV 2015. (12/19445-0, 14/02938-9)

MATOS, LARISSA A.; BANDYOPADHYAY, DIPANKAR; CASTRO, LUIS M.; LACHOS, VICTOR H.. Influence assessment in censored mixed-effects models using the multivariate Student's-t distribution. JOURNAL OF MULTIVARIATE ANALYSIS, v. 141, p. 104-117, OCT 2015. (11/22063-9, 12/19445-0, 14/02938-9)

MASSUIA, MONIQUE B.; BARBOSA CABRAL, CELSO ROMULO; MATOS, LARISSA A.; LACHOS, VICTOR H.. Influence diagnostics for Student-t censored linear regression models. STATISTICS, v. 49, n. 5, p. 1074-1094, SEP 3 2015. (14/02938-9, 11/07978-0)

ZELLER, CAMILA B.; CABRAL, CELSO R. B.; LACHOS, VICTOR H.. Robust mixture regression modeling based on scale mixtures of skew-normal distributions. TEST, v. 25, n. 2, p. 375-396, JUN 2016. (14/02938-9)

CASTRO, LUIS M.; WANG, WAN-LUN; LACHOS, VICTOR H.; DE CARVALHO, VANDA INACIO; BAYES, CRISTIAN L.. Bayesian semiparametric modeling for HIV longitudinal data with censoring and skewness. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 28, n. 5, p. 1457-1476, MAY 2019. (14/02938-9)

RODRIGUES-MOTTA, MARIANA; GALVIS SOTO, DIANA MILENA; LACHOS, VICTOR H.; VILCA, FILIDOR; BALTAR, VALERIA TRONCOSO; VERLY JUNIOR, ELISEU; FISBERG, REGINA MARA; LOBO MARCHIONI, DIRCE MARIA. A mixed-effect model for positive responses augmented by zeros. STATISTICS IN MEDICINE, v. 34, n. 10, p. 1761-1778, MAY 10 2015. (14/02211-1, 14/02938-9, 11/10628-1, 09/15831-0)

LACHOS, VICTOR H.; MATOS, LARISSA A.; BARBOSA, THAIS S.; GARAY, ALDO M.; DEY, DIPAK K.. Influence diagnostics in spatial models with censored response. ENVIRONMETRICS, v. 28, n. 7, NOV 2017. (16/05420-6, 14/02938-9)

MASSUIA, MONIQUE B.; GARAY, ALDO M.; CABRAL, CELSO R. B.; LACHOS, V. H.. Bayesian analysis of censored linear regression models with scale mixtures of skew-normal distributions. STATISTICS AND ITS INTERFACE, v. 10, n. 3, p. 425-439, 2017. (14/02938-9, 13/21468-0, 12/18702-9)

GARAY, ALDO M.; LACHOS, VICTOR H.; BOLFARINE, HELENO; CABRAL, CELSO R. B.. Linear censored regression models with scale mixtures of normal distributions. STATISTICAL PAPERS, v. 58, n. 1, p. 247-278, MAR 2017. (14/02938-9, 13/21468-0)

BANDYOPADHYAY, DIPANKAR; GALVIS, DIANA M.; LACHOS, VICTOR H.. Augmented mixed models for clustered proportion data. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 26, n. 2, p. 880-897, APR 2017. (14/02938-9)

COSTA, D. R.; LACHOS, V. H.; BAZAN, J. L.; AZEVEDO, C. L. N.. Estimation methods for multivariate Tobit confirmatory factor analysis. COMPUTATIONAL STATISTICS & DATA ANALYSIS, v. 79, p. 248-260, NOV 2014. (14/02938-9)

MORALES, CHRISTIAN GALARZA; DAVILA, VICTOR LACHOS; CABRAL, CELSO BARBOSA; CEPERO, LUIS CASTRO. Robust quantile regression using a generalized class of skewed distributions. STAT, v. 6, n. 1, p. 113-130, 2017. (15/17110-9, 14/02938-9)

BANDYOPADHYAY, DIPANKAR; CASTRO, LUIS M.; LACHOS, VICTOR H.; PINHEIRO, HILDETE P.. Robust Joint Non-linear Mixed-Effects Models and Diagnostics for Censored HIV Viral Loads with CD4 Measurement Error. JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS, v. 20, n. 1, p. 121-139, MAR 2015. (12/19445-0, 14/02938-9)

MATOS, LARISSA A.; LACHOS, VICTOR H.; LIN, TSUNG-I; CASTRO, LUIS M.. Heavy-tailed longitudinal regression models for censored data: a robust parametric approach. TEST, v. 28, n. 3, p. 844-878, SEP 2019. (15/05385-3, 18/05013-7, 14/02938-9, 11/22063-9)

MATOS, LARISSA A.; CASTRO, LUIS M.; LACHOS, VICTOR H.. Censored mixed-effects models for irregularly observed repeated measures with applications to HIV viral loads. TEST, v. 25, n. 4, p. 627-653, DEC 2016. (11/22063-9, 14/02938-9)

BLAS, BETSABE; BOLFARINE, HELENO; LACHOS, VICTOR H.. Heavy tailed calibration model with Berkson measurement errors for replicated data. CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS, v. 156, p. 21-35, AUG 15 2016. (14/02938-9)

FERREIRA, CLECIO S.; LACHOS, VICTOR H.. Nonlinear regression models under skew scale mixtures of normal distributions. STATISTICAL METHODOLOGY, v. 33, p. 131-146, DEC 2016. (14/02938-9)

GARAY, ALDO M.; CASTRO, LUIS M.; LESKOW, JACEK; LACHOS, VICTOR H.. Censored linear regression models for irregularly observed longitudinal data using the multivariate-t distribution. STATISTICAL METHODS IN MEDICAL RESEARCH, v. 26, n. 2, p. 25-pg., 2017-04-01. (13/21468-0, 14/02938-9, 14/11831-3, 12/19445-0)