Artículos de revistas
Partially linear censored regression models using heavy-tailed distributions: A Bayesian approach
Registro en:
Statistical Methodology. Elsevier Science Bv, v. 18, n. 14, n. 31, 2014.
1572-3127
1878-0954
WOS:000331856000002
10.1016/j.stamet.2013.10.003
Autor
Castro, LM
Lachos, VH
Ferreira, GP
Arellano-Valle, RB
Institución
Resumen
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Linear regression models where the response variable is censored are often considered in statistical analysis. A parametric relationship between the response variable and covariates and normality of random errors are assumptions typically considered in modeling censored responses. In this context, the aim of this paper is to extend the normal censored regression model by considering on one hand that the response variable is linearly dependent on some covariates whereas its relation to other variables is characterized by nonparametric functions, and on the other hand that error terms of the regression model belong to a class of symmetric heavy-tailed distributions capable of accommodating outliers and/or influential observations in a better way than the normal distribution. We achieve a fully Bayesian inference using pth-degree spline smooth functions to approximate the nonparametric functions. The likelihood function is utilized to compute not only some Bayesian model selection measures but also to develop Bayesian case-deletion influence diagnostics based on the q-divergence measures. The newly developed procedures are illustrated with an application and simulated data. (C) 2013 Elsevier B.V. All rights reserved. 18 14 31 Chilean government [FONDECYT 1130233, FONDECYT 1120121] Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Universidad de Concepcion [DIUC 213.014.021-1.0] Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Chilean government [FONDECYT 1130233, FONDECYT 1120121] FAPESP [2012/19445-0, 2011/17400-6] CNPq [305054/2011-2] Universidad de Concepcion [DIUC 213.014.021-1.0]
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