Title
Multivariate measurement error models based on Student-t distribution under censored responses
Date Issued
02 November 2018
Access level
metadata only access
Resource Type
journal article
Author(s)
Pontificia Universidad Católica de Chile
Publisher(s)
Taylor and Francis Ltd.
Abstract
Measurement error models constitute a wide class of models that include linear and nonlinear regression models. They are very useful to model many real-life phenomena, particularly in the medical and biological areas. The great advantage of these models is that, in some sense, they can be represented as mixed effects models, allowing us to implement well-known techniques, like the EM-algorithm for the parameter estimation. In this paper, we consider a class of multivariate measurement error models where the observed response and/or covariate are not fully observed, i.e., the observations are subject to certain threshold values below or above which the measurements are not quantifiable. Consequently, these observations are considered censored. We assume a Student-t distribution for the unobserved true values of the mismeasured covariate and the error term of the model, providing a robust alternative for parameter estimation. Our approach relies on a likelihood-based inference using an EM-type algorithm. The proposed method is illustrated through some simulation studies and the analysis of an AIDS clinical trial dataset.
Start page
1395
End page
1416
Volume
52
Issue
6
Language
English
OCDE Knowledge area
EstadÃsticas, Probabilidad
Subjects
Scopus EID
2-s2.0-85054391710
Source
Statistics
ISSN of the container
02331888
Sponsor(s)
L. A. Matos acknowledges support from Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) -Brazil (Grants 2011/22063-9 and 2015/05385-3). V. H. Lachos and L. A. Matos acknowledges support from -Brazil (Grant 2018/05013-7). L. M. Castro acknowledges support from Grant Fondo Nacional de Desarrollo CientÃfico y Tecnológico (FONDECYT) 1170258 from the Chilean government and Iniciativa CientÃfica Milenio - Minecon Núcleo Milenio MiDaS. This paper was written while Celso R. B. Cabral was a visiting professor in the Department of Statistics at the University of Campinas, Brazil. Celso R. B. Cabral acknowledges the support from Fundação de Amparo à Pesquisa do Estado do Amazonas (FAPEAM) (Research Support Program - Universal Amazonas), (Grant 2015/20922-5) and CNPq-Brazil (Grant 447964/2014-3) Conselho Nacional de Desenvolvimento CientÃfico e Tecnológico 305054/2011-2.
Sources of information:
Directorio de Producción CientÃfica
Scopus