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Author:

Lian, Chengdi (Lian, Chengdi.) | Rong, Yaohua (Rong, Yaohua.) | Liang, Jinwen (Liang, Jinwen.) | Guan, Ruijie (Guan, Ruijie.) | Cheng, Weihu (Cheng, Weihu.) (Scholars:程维虎)

Indexed by:

Scopus SCIE

Abstract:

In recent years, some interested data can be recorded only if the values fall within an interval range, and the responses are often subject to censoring. Attempting to perform effective statistical analysis with censored, especially heavy-tailed and asymmetric data, can be difficult. In this paper, we develop a novel linear regression model based on the proposed skewed generalized t distribution for censored data. The likelihood-based inference and diagnostic analysis are established using the Expectation/Conditional Maximization Either algorithm in conjunction with smoothing approximate functions. We derive relevant measures to perform global influence for this novel model and develop local influence analysis based on the conditional expectation of the complete-data log-likelihood function. Some useful perturbation schemes are discussed. We illustrate the finite sample performance and the robustness of the proposed method by simulation studies. The proposed model is compared with other procedures based on a real dataset, and a sensitivity analysis is also conducted.

Keyword:

EM-type algorithms residual analysis influence analysis skewed generalized t distribution Censored regression model

Author Community:

  • [ 1 ] [Lian, Chengdi]Beijing Univ Technol, Sch Math Stat & Mech, 100 Pingleyuan, Beijing, Peoples R China
  • [ 2 ] [Rong, Yaohua]Beijing Univ Technol, Sch Math Stat & Mech, 100 Pingleyuan, Beijing, Peoples R China
  • [ 3 ] [Liang, Jinwen]Beijing Univ Technol, Sch Math Stat & Mech, 100 Pingleyuan, Beijing, Peoples R China
  • [ 4 ] [Guan, Ruijie]Beijing Univ Technol, Sch Math Stat & Mech, 100 Pingleyuan, Beijing, Peoples R China
  • [ 5 ] [Cheng, Weihu]Beijing Univ Technol, Sch Math Stat & Mech, 100 Pingleyuan, Beijing, Peoples R China

Reprint Author's Address:

  • [Cheng, Weihu]Beijing Univ Technol, Sch Math Stat & Mech, 100 Pingleyuan, Beijing, Peoples R China;;

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Source :

JOURNAL OF APPLIED STATISTICS

ISSN: 0266-4763

Year: 2024

Issue: 2

Volume: 52

Page: 477-508

1 . 5 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 7

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