Estimation in mixed-effects models with censored response using scale mixtures of normal distributions

• Grant number: 15/05385-3
• Support Opportunities: Scholarships abroad - Research Internship - Doctorate
• Start date: July 15, 2015
• End date: January 14, 2016
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Víctor Hugo Lachos Dávila
• Grantee: Larissa Avila Matos
• Supervisor: Ming-Hui Chen
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Institution abroad: University of Connecticut (UCONN), United States
• Associated to the scholarship: 11/22063-9 - APPLICATIONS OF THE SCALE MIXTURES OF SKEW-NORMAL DISTRIBUTIONS IN FACTOR ANALYSIS MODELS, BP.DR

Abstract

This project will present a new approach for estimation in mixed-effects models with censored re- sponse using scale mixtures of normal distributions. In the framework of linear and non-linear mixed- effects censored (LMEC/NLMEC) models, the random effects and residual errors are routinely assumed to have a normal distribution, mainly for mathematical convenience. However, this method has been criticized in the literature due to its sensitivity to deviations from the normality assumption. In this project, we will assume that the random effects and errors jointly follow a multivariate scale mixture of normal distributions. The Student-t, slash and contaminated normal, among others distributions, are contained in this class and provide interesting alternatives to the Gaussian model, which produce robust estimates against outlying observations. We will propose an exact estimation procedure to obtain the maximum likelihood estimates of the model parameters, using a Stochastic Approximation of the traditional EM algorithm proposed by Dempster et al. (1977), called SAEM (Delyon et al., 1999). The main goal is to extend the work of Matos et al. (2013), Meza et al. (2012) and Samson et al. (2006). (AU)

Scientific publications

(The scientific publications listed on this page originate from the Web of Science or SciELO databases. Their authors have cited FAPESP grant or fellowship project numbers awarded to Principal Investigators or Fellowship Recipients, whether or not they are among the authors. This information is collected automatically and retrieved directly from those bibliometric databases.)

MATOS, LARISSA A.; CASTRO, LUIS M.; CABRAL, CELSO R. B.; LACHOS, VICTOR H.. Multivariate measurement error models based on Student-t distribution under censored responses. STATISTICS, v. 52, n. 6, p. 1395-1416, 2018. (15/20922-5, 18/05013-7, 15/05385-3, 11/22063-9)

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)