Title
Partially linear censored regression models using heavy-tailed distributions: A Bayesian approach
Date Issued
01 May 2014
Access level
metadata only access
Resource Type
journal article
Author(s)
Lachos V.
Ferreira G.
Arellano-Valle R.
Universidad de Concepción
Publisher(s)
Elsevier
Abstract
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. © 2013 Elsevier B.V.
Start page
14
End page
31
Volume
18
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Scopus EID
2-s2.0-84887801695
Source
Statistical Methodology
ISSN of the container
15723127
Sponsor(s)
The authors wish to thank the Editor, an associate editor and two referees for their valuable comments and suggestions that led to a substantial improvement of the paper. L.M. Castro acknowledges funding support by Grant FONDECYT 1130233 from the Chilean government and Grant 2012/19445-0 from Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP-Brazil) . The research of V.H. Lachos was supported by Grant 305054/2011-2 from Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq-Brazil) and Grant 2011/17400-6 from Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP-Brazil) . G. Ferreira acknowledges funding support by Grant DIUC 213.014.021-1.0 from Universidad de Concepción . The research of R.B. Arellano-Valle was supported by Grant FONDECYT 1120121 from the Chilean government.
Sources of information: Directorio de Producción Científica Scopus