Title
Bayesian modeling of censored partial linear models using scale-mixtures of normal distributions
Date Issued
01 March 2012
Access level
metadata only access
Resource Type
conference paper
Author(s)
Universidad de Concepción
Abstract
Regression models where the dependent variable is censored (limited) are usually considered in statistical analysis. Particularly, the case of a truncation to the left of zero and a normality assumption for the error terms is studied in detail by [1] in the well known Tobit model. In the present article, this typical censored regression model is extended by considering a partial linear model with errors belonging to the class of scale mixture of normal distributions. We achieve a fully Bayesian inference by adopting a Metropolis algorithm within a Gibbs sampler. The likelihood function isutilized to compute not only some Bayesian model selection measures but also to develop Bayesian case-deletion influencediagnostics based on the q-divergence measures. We evaluate the performances of the proposed methods with simulated data. In addition, we present an application in order to know what type of variables affect the income of housewives. © 2012 American Institute of Physics.
Start page
75
End page
86
Volume
1490
Issue
1
Language
English
OCDE Knowledge area
Ciencias socio biomédicas (planificación familiar, salud sexual, efectos polÃticos y sociales de la investigación biomédica)
EstadÃsticas, Probabilidad
Subjects
Scopus EID
2-s2.0-84869990754
Source
AIP Conference Proceedings
ISSN of the container
0094243X
Sources of information:
Directorio de Producción CientÃfica
Scopus