| Texto completo | |
| Autor(es): |
Massuia, Monique B.
[1]
;
Barbosa Cabral, Celso Romulo
[2]
;
Matos, Larissa A.
[1]
;
Lachos, Victor H.
[1]
Número total de Autores: 4
|
| Afiliação do(s) autor(es): | [1] Univ Estadual Campinas, Dept Estat, Campinas, SP - Brazil
[2] Univ Fed Amazonas, Dept Estat, Manaus, Amazonas - Brazil
Número total de Afiliações: 2
|
| Tipo de documento: | Artigo Científico |
| Fonte: | STATISTICS; v. 49, n. 5, p. 1074-1094, SEP 3 2015. |
| Citações Web of Science: | 8 |
| Resumo | |
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) | |
| Processo FAPESP: | 14/02938-9 - Estimação e diagnóstico em modelos de efeitos mistos para dados censurados usando misturas de escala skew-normal |
| Beneficiário: | Víctor Hugo Lachos Dávila |
| Modalidade de apoio: | Auxílio à Pesquisa - Regular |
| Processo FAPESP: | 11/07978-0 - ANÁLISE BAYESIANA DE MODELOS TOBIT USANDO A DISTRIBUIÇÃO t-STUDENT |
| Beneficiário: | Monique Bettio Massuia |
| Modalidade de apoio: | Bolsas no Brasil - Iniciação Científica |