Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Influence diagnostics for skew-t censored linear regression models

  • Marcos S Oliveira (Department of Mathematics and Statistics, Federal University of Sao Joao del-Rei) ;
  • Daniela CR Oliveira (Department of Mathematics and Statistics, Federal University of Sao Joao del-Rei) ;
  • Victor H Lachos (Department of Statistics, University of Connecticut)
  • Received : 2022.12.26
  • Accepted : 2023.10.03
  • Published : 2023.11.30
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Abstract

This paper proposes some diagnostics procedures for the skew-t linear regression model with censored response. The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and student's-t distributions as special cases. Inspired by the power and wide applicability of the EM-type algorithm, local and global influence analysis, based on the conditional expectation of the complete-data log-likelihood function are developed, following Zhu and Lee's approach. For the local influence analysis, four specific perturbation schemes are discussed. Two real data sets, from education and economics, which are right and left censoring, respectively, are analyzed in order to illustrate the usefulness of the proposed methodology.

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Acknowledgement

We thank the associate editor and four anonymous referees for their important comments and suggestions which lead to an improvement of this paper. The research of Marcos S. Oliveira was supported by Grant no. 401418/2022-7 from Conselho Nacional de Desenvolvimento Cientifico e Tecnologico (CNPq) - Brazil. The research of Daniela C. R. Oliveira was supported by Grant no. 401373/2022-3 from CNPq - Brazil. Victor Lachos acknowledges the partial financial support from UConn - CLAS's Summer Research Funding Initiative 2023.

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