| Full text | |
| Author(s): |
Massuia, Monique B.
[1]
;
Barbosa Cabral, Celso Romulo
[2]
;
Matos, Larissa A.
[1]
;
Lachos, Victor H.
[1]
Total Authors: 4
|
| Affiliation: | [1] Univ Estadual Campinas, Dept Estat, Campinas, SP - Brazil
[2] Univ Fed Amazonas, Dept Estat, Manaus, Amazonas - Brazil
Total Affiliations: 2
|
| Document type: | Journal article |
| Source: | STATISTICS; v. 49, n. 5, p. 1074-1094, SEP 3 2015. |
| Web of Science Citations: | 8 |
| Abstract | |
In this paper, we extend the censored linear regression model with normal errors to Student-t errors. A simple EM-type algorithm for iteratively computing maximum-likelihood estimates of the parameters is presented. To examine the performance of the proposed model, case-deletion and local influence techniques are developed to show its robust aspect against outlying and influential observations. This is done by the analysis of the sensitivity of the EM estimates under some usual perturbation schemes in the model or data and by inspecting some proposed diagnostic graphics. The efficacy of the method is verified through the analysis of simulated data sets and modelling a real data set first analysed under normal errors. The proposed algorithm and methods are implemented in the R package CensRegMod. (AU) | |
| FAPESP's process: | 14/02938-9 - Estimation and diagnostics for censored mixed effects models using scale mixtures of skew-normal distributions |
| Grantee: | Víctor Hugo Lachos Dávila |
| Support Opportunities: | Regular Research Grants |
| FAPESP's process: | 11/07978-0 - Bayesian Analysis in the Tobit Censored Model using the Student-t distribution. |
| Grantee: | Monique Bettio Massuia |
| Support Opportunities: | Scholarships in Brazil - Scientific Initiation |