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(Referência obtida automaticamente do Web of Science, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores.)

Influence diagnostics in spatial models with censored response

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Lachos, Victor H. [1, 2] ; Matos, Larissa A. [2] ; Barbosa, Thais S. [2] ; Garay, Aldo M. [3] ; Dey, Dipak K. [1]
Número total de Autores: 5
Afiliação do(s) autor(es):
[1] Univ Connecticut, Dept Stat, Storrs, CT 06269 - USA
[2] Univ Estadual Campinas, Inst Math Stat & Sci Comp IMECC, Dept Stat, BR-13083859 Campinas, SP - Brazil
[3] Univ Fed Pernambuco, Dept Stat, Recife, PE - Brazil
Número total de Afiliações: 3
Tipo de documento: Artigo Científico
Fonte: ENVIRONMETRICS; v. 28, n. 7 NOV 2017.
Citações Web of Science: 1

Environmental data are often spatially correlated and sometimes include observations below or above detection limits (i.e., censored values reported as less or more than a level of detection). Existing research studies mainly concentrate on parameter estimation using Gibbs sampling, and most research studies conducted from a frequentist perspective in spatial censored models are elusive. In this paper, we propose an exact estimation procedure to obtain the maximum-likelihood estimates of fixed effects and variance components, using a stochastic approximation of the expectation-maximization algorithm (Delyon, Lavielle, \& Moulines). This approach permits estimation of the parameters of spatial linear models when censoring is present in an easy and fast way. As a by-product, predictions of unobservable values of the response variable are possible. Motivated by this algorithm, we develop local and global influence measures on the basis of the conditional expectation of the complete-data log-likelihood function, which eliminates the complexity associated with the approach of Cook for spatial censored models. Some useful perturbation schemes are discussed. The newly developed method is illustrated using data from a dioxin-contaminated site in Missouri that contain left-censored data and a data set related to the depths of a geological horizon that contains both left- and right-censored observations. In addition, a simulation study is presented that explores the accuracy of the proposed measures in detecting influential observations under different perturbation schemes. The methodology addressed in this paper is implemented in the R package CensSpatial. (AU)

Processo FAPESP: 16/05420-6 - Modelos não lineares para respostas censuradas múltiplas usando distribuições de caudas pesadas
Beneficiário:Larissa Avila Matos
Modalidade de apoio: Bolsas no Brasil - Pós-Doutorado
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