Log-symmetric regression models under the presence of non-informative left- or right-censored observations
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Luis Hernando Vanegas [1] ; Gilberto A. Paula [2]
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[1] Universidad Nacional de Colombia
Universidad Nacional de Colombia
Colombia
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[2] Universidade de São Paulo
Universidade de São Paulo
Brasil
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- Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 26, Nº. 2, 2017, págs. 405-428
- Idioma: inglés
- Texto completo no disponible (Saber más ...)
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Resumen
In this paper, an extension to allow the presence of non-informative left- or right-censored observations in log-symmetric regression models is addressed. Under such models, the log-lifetime distribution belongs to the symmetric class and its location and scale parameters are described by semi-parametric functions of explanatory variables, whose nonparametric components are approximated using natural cubic splines or P-splines. An iterative process of parameter estimation by the maximum penalized likelihood method is presented. The large sample properties of the maximum penalized likelihood estimators are studied analytically and by simulation experiments. Diagnostic methods such as deviance-type residuals and local influence measures are derived. The package ssym, which includes an implementation in the computational environment R of the methodology addressed in this paper, is also discussed. The proposed methodology is illustrated by the analysis of a real data set.
