Influence assessment in censored mixed-effects models using the multivariate Student's-t distribution

Author(s)

Matos, Larissa A. ^[1] ; Bandyopadhyay, Dipankar ^[2] ; Castro, Luis M. ^[3] ; Lachos, Victor H. ^[1]

Affiliation

^[1] IMECC UNICAMP, Dept Estat, Sao Paulo - Brazil

^[2] Univ Minnesota, Div Biostat, Minneapolis, MN 55455 - USA

^[3] Univ Concepcion, Dept Estat, Concepcion - Chile

• Document type: Journal article
• Source: JOURNAL OF MULTIVARIATE ANALYSIS; v. 141, p. 104-117, OCT 2015.
• Web of Science Citations: 3

Abstract

In biomedical studies on HIV RNA dynamics, viral loads generate repeated measures that are often subjected to upper and lower detection limits, and hence these responses are either left- or right-censored. Linear and non-linear mixed-effects censored (LMEC/NLMEC) models are routinely used to analyze these longitudinal data, with normality assumptions for the random effects and residual errors. However, the derived inference may not be robust when these underlying normality assumptions are questionable, especially the presence of outliers and thick-tails. Motivated by this, Matos et al. (2013) recently proposed an exact EM-type algorithm for LMEC/NLMEC models using a multivariate Student's-t distribution, with closed-form expressions at the E-step. In this paper, we develop influence diagnostics for LMEC/NLMEC models using the multivariate Student's-t density, based on the conditional expectation of the complete data log-likelihood. This partially eliminates the complexity associated with the approach of Cook (1977, 1986) for censored mixed-effects models. The new methodology is illustrated via an application to a longitudinal HIV dataset. In addition, a simulation study explores the accuracy of the proposed measures in detecting possible influential observations for heavy-tailed censored data under different perturbation and censoring schemes. (C) 2015 Elsevier Inc. All rights reserved. (AU)

• FAPESP's process: 11/22063-9 - APPLICATIONS OF THE SCALE MIXTURES OF SKEW-NORMAL DISTRIBUTIONS IN FACTOR ANALYSIS MODELS
• Grantee: Larissa Avila Matos
• Support Opportunities: Scholarships in Brazil - Doctorate
• FAPESP's process: 12/19445-0 - Flexible modeling of complex longitudinal data using skew-elliptical distributions
• Grantee: Víctor Hugo Lachos Dávila
• Support Opportunities: Research Grants - Visiting Researcher Grant - International
• 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