TY - JOUR
T1 - On a tobit–Birnbaum–Saunders model with an application to medical data
AU - Desousa, Mário F.
AU - Saulo, Helton
AU - Leiva, Víctor
AU - Scalco, Paulo
N1 - Publisher Copyright:
© 2017 Informa UK Limited, trading as Taylor & Francis Group.
PY - 2018/4/4
Y1 - 2018/4/4
N2 - The tobit model allows a censored response variable to be described by covariates. Its applications cover different areas such as economics, engineering, environment and medicine. A strong assumption of the standard tobit model is that its errors follow a normal distribution. However, not all applications are well modeled by this distribution. Some efforts have relaxed the normality assumption by considering more flexible distributions. Nevertheless, the presence of asymmetry could not be well described by these flexible distributions. A real-world data application of measles vaccine in Haiti is explored, which confirms this asymmetry. We propose a tobit model with errors following a Birnbaum–Saunders (BS) distribution, which is asymmetrical and has shown to be a good alternative for describing medical data. Inference based on the maximum likelihood method and a type of residual are derived for the tobit–BS model. We perform global and local influence diagnostics to assess the sensitivity of the maximum likelihood estimators to atypical cases. A Monte Carlo simulation study is carried out to empirically evaluate the performance of these estimators. We conduct a data analysis for the mentioned application of measles vaccine based on the proposed model with the help of the R software. The results show the good performance of the tobit–BS model.
AB - The tobit model allows a censored response variable to be described by covariates. Its applications cover different areas such as economics, engineering, environment and medicine. A strong assumption of the standard tobit model is that its errors follow a normal distribution. However, not all applications are well modeled by this distribution. Some efforts have relaxed the normality assumption by considering more flexible distributions. Nevertheless, the presence of asymmetry could not be well described by these flexible distributions. A real-world data application of measles vaccine in Haiti is explored, which confirms this asymmetry. We propose a tobit model with errors following a Birnbaum–Saunders (BS) distribution, which is asymmetrical and has shown to be a good alternative for describing medical data. Inference based on the maximum likelihood method and a type of residual are derived for the tobit–BS model. We perform global and local influence diagnostics to assess the sensitivity of the maximum likelihood estimators to atypical cases. A Monte Carlo simulation study is carried out to empirically evaluate the performance of these estimators. We conduct a data analysis for the mentioned application of measles vaccine based on the proposed model with the help of the R software. The results show the good performance of the tobit–BS model.
KW - Birnbaum–Saunders distribution
KW - R software
KW - diagnostics
KW - likelihood-based methods
KW - residuals
KW - tobit models
UR - http://www.scopus.com/inward/record.url?scp=85019694399&partnerID=8YFLogxK
U2 - 10.1080/02664763.2017.1322559
DO - 10.1080/02664763.2017.1322559
M3 - Article
AN - SCOPUS:85019694399
SN - 0266-4763
VL - 45
SP - 932
EP - 955
JO - Journal of Applied Statistics
JF - Journal of Applied Statistics
IS - 5
ER -