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

Grant number: 14/02938-9
Support type:Regular Research Grants
Duration: May 01, 2014 - June 30, 2015
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics
Principal Investigator:Víctor Hugo Lachos Dávila
Grantee:Víctor Hugo Lachos Dávila
Home Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil

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 (23)
(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)
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. Web of Science Citations: 0.
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. Web of Science Citations: 1.
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. Web of Science Citations: 11.
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. Web of Science Citations: 1.
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. Web of Science Citations: 4.
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. Web of Science Citations: 2.
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. Web of Science Citations: 7.
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. Web of Science Citations: 11.
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. Web of Science Citations: 2.
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. Web of Science Citations: 0.
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. Web of Science Citations: 2.
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. Web of Science Citations: 2.
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. Web of Science Citations: 1.
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. Web of Science Citations: 2.
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. Web of Science Citations: 6.
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. Web of Science Citations: 3.
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. Web of Science Citations: 11.
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. Web of Science Citations: 4.
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. Web of Science Citations: 3.
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. Web of Science Citations: 8.
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. Web of Science Citations: 3.
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. Web of Science Citations: 7.
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. Web of Science Citations: 4.

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