Browsing by Author "Ferreira, Guillermo P."

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    Bayesian Modeling of Censored Partial Linear Models using Scale-Mixtures of Normal Distributions
    (AMER INST PHYSICS, 2012) Castro, Luis M.; Lachos, Victor H.; Ferreira, Guillermo P.; Arellano Valle, Reinaldo B.; Stern, JM; Lauretto, MD; Polpo, A; Diniz, MA
    Regression models where the dependent variable is censored (limited) are usually considered in statistical analysis. Particularly, the case of a truncation to the left of zero and a normality assumption for the error terms is studied in detail by [1] in the well known Tobit model. In the present article, this typical censored regression model is extended by considering a partial linear model with errors belonging to the class of scale mixture of normal distributions. We achieve a fully Bayesian inference by adopting a Metropolis algorithm within a Gibbs sampler. 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. We evaluate the performances of the proposed methods with simulated data. In addition, we present an application in order to know what type of variables affect the income of housewives.
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    Partially linear censored regression models using heavy-tailed distributions: A Bayesian approach
    (ELSEVIER SCIENCE BV, 2014) Castro, Luis M.; Lachos, Victor H.; Ferreira, Guillermo P.; Arellano Valle, Reinaldo B.
    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. (C) 2013 Elsevier B.V. All rights reserved.