Title
Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables
Date Issued
01 October 2021
Access level
metadata only access
Resource Type
journal article
Author(s)
Pontificia Universidad Católica de Chile
Publisher(s)
Springer Science and Business Media Deutschland GmbH
Abstract
Censored data arise frequently in diverse applications in which observations to be measured may be subject to some upper and lower detection limits due to the restriction of experimental apparatus such that they are not exactly quantifiable. Mixtures of factor analyzers with censored data (MFAC) have been recently proposed for model-based density estimation and clustering of high-dimensional data in the presence of censored observations. In this paper, we consider an extended version of MFAC by considering regression equations to describe the relationship between covariates and multiply censored dependent variables. Two analytically feasible EM-type algorithms are developed for computing maximum likelihood estimates of model parameters with closed-form expressions. Moreover, we provide an information-based method to compute asymptotic standard errors of mixing proportions and regression coefficients. The utility and performance of our proposed methodology are illustrated through a simulation study and two real data examples.
Start page
2119
End page
2145
Volume
62
Issue
5
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Subjects
Scopus EID
2-s2.0-85085872979
Source
Statistical Papers
ISSN of the container
09325026
Sponsor(s)
We are grateful to the Editor, Associate Editor, and two referees for their valuable comments and suggestions on the earlier version of this paper. W.L. Wang and T.I. Lin would like to acknowledge the support of the Ministry of Science and Technology of Taiwan under Grant Nos. MOST 107-2628-M-035-001-MY3 and MOST 107-2118-M-005-002-MY2, respectively. L.M. Castro acknowledges support from Grant FONDECYT 1170258 and Millennium Science Initiative of the Ministry of Economy, Development and Tourism, Grant “Millenium Nucleus Center for the Discovery of Structures in Complex Data” from the Chilean government.
Sources of information:
Directorio de Producción Científica
Scopus