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Extending multivariate Student's-t semiparametric mixed models for longitudinal data with censored responses and heavy tails

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Author(s):
Mattos, Thalita B. ; Lachos, Victor H. ; Castro, Luis M. ; Matos, Larissa A.
Total Authors: 4
Document type: Journal article
Source: STATISTICS IN MEDICINE; v. N/A, p. 24-pg., 2022-05-20.
Abstract

This article extends the semiparametric mixed model for longitudinal censored data with Gaussian errors by considering the Student's t-distribution. This model allows us to consider a flexible, functional dependence of an outcome variable over the covariates using nonparametric regression. Moreover, the proposed model takes into account the correlation between observations by using random effects. Penalized likelihood equations are applied to derive the maximum likelihood estimates that appear to be robust against outlying observations with respect to the Mahalanobis distance. We estimate nonparametric functions using smoothing splines under an EM-type algorithm framework. Finally, the proposed approach's performance is evaluated through extensive simulation studies and an application to two datasets from acquired immunodeficiency syndrome clinical trials. (AU)

FAPESP's process: 20/16713-0 - Parametric and semi-parametric regression models under the class of scale mixtures of normal distributions
Grantee:Caio Lucidius Naberezny Azevedo
Support Opportunities: Regular Research Grants