Package ‘PartCensReg’

Abstract:

Description It estimates the parameters of a partially linear regression censored model via maximum penalized likelihood through of ECME algorithm. The model belong to the semiparametric class, that including a parametric and nonparametric component. The error term considered belongs to the scale-mixture of normal (SMN) distribution, that includes well-known heavy tails distributions as the Student-t distribution, among others. To examine the performance of the fitted model, case-deletion and local influence techniques are provided to show its robust aspect against outlying and influential observations. This work is based in Ferreira, CS, & Paula, GA (2017)< doi: 10.1080/02664763.2016. 1267124> but considering the SMN family.

Año de publicación:

2018

Keywords:

Fuente:

google