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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Censored linear regression models for irregularly observed longitudinal data using the multivariate-t distribution

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Author(s):
Garay, Aldo M. ; Castro, Luis M. ; Leskow, Jacek ; Lachos, Victor H.
Total Authors: 4
Document type: Journal article
Source: STATISTICAL METHODS IN MEDICAL RESEARCH; v. 26, n. 2, p. 542-566, APR 2017.
Web of Science Citations: 7
Abstract

In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies. (AU)

FAPESP's process: 12/19445-0 - Flexible modeling of complex longitudinal data using skew-elliptical distributions
Grantee:Víctor Hugo Lachos Dávila
Support type: Research Grants - Visiting Researcher Grant - International
FAPESP's process: 13/21468-0 - Measurement error-in-variables models for censored data using scale mixtures of skew-normal distributions
Grantee:Aldo William Medina Garay
Support type: Scholarships in Brazil - Post-Doctorate
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 type: Regular Research Grants
FAPESP's process: 14/11831-3 - Modern computational methods in stochastic modeling
Grantee:Víctor Hugo Lachos Dávila
Support type: Research Grants - Visiting Researcher Grant - International