Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/1099
Type: Artigo de periódico
Title: A robust Bayesian approach to null intercept measurement error model with application to dental data
Author: GHOSH, Pulak
BAYES, C. L.
LACHOS, V. H.
Abstract: Measurement error models often arise in epidemiological and clinical research. Usually, in this set up it is assumed that the latent variable has a normal distribution. However, the normality assumption may not be always correct. Skew-normal/independent distribution is a class of asymmetric thick-tailed distributions which includes the Skew-normal distribution as a special case. In this paper, we explore the use of skew-normal/independent distribution as a robust alternative to null intercept measurement error model under a Bayesian paradigm. We assume that the random errors and the unobserved value of the covariate (latent variable) follows jointly a skew-normal/independent distribution, providing an appealing robust alternative to the routine use of symmetric normal distribution in this type of model. Specific distributions examined include univariate and multivariate versions of the skew-normal distribution, the skew-t distributions, the skew-slash distributions and the skew contaminated normal distributions. The methods developed is illustrated using a real data set from a dental clinical trial. (C) 2008 Elsevier B.V. All rights reserved.
Country: Holanda
Editor: ELSEVIER SCIENCE BV
Citation: COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.53, n.4, p.1066-1079, 2009
Rights: fechado
Identifier DOI: 10.1016/j.csda.2008.09.024
Address: http://dx.doi.org/10.1016/j.csda.2008.09.024
http://apps.isiknowledge.com/InboundService.do?Func=Frame&product=WOS&action=retrieve&SrcApp=EndNote&UT=000263626700023&Init=Yes&SrcAuth=ResearchSoft&mode=FullRecord
Date Issue: 2009
Appears in Collections:IMECC - Artigos e Outros Documentos

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