dc.creatorGaray
dc.creatorAldo M.; Bolfarine
dc.creatorHeleno; Lachos
dc.creatorVictor H.; Cabral
dc.creatorCelso R. B.
dc.date2015-DEC
dc.date2016-06-07T13:36:07Z
dc.date2016-06-07T13:36:07Z
dc.date.accessioned2018-03-29T01:51:31Z
dc.date.available2018-03-29T01:51:31Z
dc.identifier
dc.identifierBayesian Analysis Of Censored Linear Regression Models With Scale Mixtures Of Normal Distributions. Taylor & Francis Ltd, v. 42, p. 2694-2714 DEC-2015.
dc.identifier0266-4763
dc.identifierWOS:000365609900014
dc.identifier10.1080/02664763.2015.1048671
dc.identifierhttp://www.tandfonline.com/doi/full/10.1080/02664763.2015.1048671
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/244251
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1307949
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionCoordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
dc.descriptionAs is the case of many studies, the data collected are limited and an exact value is recorded only if it falls within an interval range. Hence, the responses can be either left, interval or right censored. Linear (and nonlinear) regression models are routinely used to analyze these types of data and are based on normality assumptions for the errors terms. However, those analyzes might not provide robust inference when the normality assumptions are questionable. In this article, we develop a Bayesian framework for censored linear regression models by replacing the Gaussian assumptions for the random errors with scale mixtures of normal (SMN) distributions. The SMN is an attractive class of symmetric heavy-tailed densities that includes the normal, Student-t, Pearson type VII, slash and the contaminated normal distributions, as special cases. Using a Bayesian paradigm, an efficient Markov chain Monte Carlo algorithm is introduced to carry out posterior inference. A new hierarchical prior distribution is suggested for the degrees of freedom parameter in the Student-t distribution. 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 measure. The proposed Bayesian methods are implemented in the R package BayesCR. The newly developed procedures are illustrated with applications using real and simulated data.
dc.description42
dc.description12
dc.description
dc.description2694
dc.description2714
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionCoordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
dc.descriptionFAPEAM
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionCoordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
dc.descriptionCNPq [305054/2011-2]
dc.descriptionFAPESP [2014/02938-9]
dc.descriptionCNPq [161119/2012-3]
dc.descriptionFAPESP [2013/21468-0]
dc.description
dc.description
dc.description
dc.languageen
dc.publisherTAYLOR & FRANCIS LTD
dc.publisher
dc.publisherABINGDON
dc.relationJOURNAL OF APPLIED STATISTICS
dc.rightsembargo
dc.sourceWOS
dc.subjectMixed-effects Models
dc.subjectMultivariate-t-distribution
dc.subjectGibbs Sampler
dc.subjectInference
dc.subjectImplementation
dc.subjectHeterogeneity
dc.titleBayesian Analysis Of Censored Linear Regression Models With Scale Mixtures Of Normal Distributions
dc.typeArtículos de revistas


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