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Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables.
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- Author(s): Wang, Wan-Lun; Castro, Luis M.; Hsieh, Wan-Chen; Lin, Tsung-I
- Source:
Statistical Papers; Oct2021, Vol. 62 Issue 5, p2119-2145, 27p- Subject Terms:
- Source:
- Additional Information
- Abstract: Censored data arise frequently in diverse applications in which observations to be measured may be subject to some upper and lower detection limits due to the restriction of experimental apparatus such that they are not exactly quantifiable. Mixtures of factor analyzers with censored data (MFAC) have been recently proposed for model-based density estimation and clustering of high-dimensional data in the presence of censored observations. In this paper, we consider an extended version of MFAC by considering regression equations to describe the relationship between covariates and multiply censored dependent variables. Two analytically feasible EM-type algorithms are developed for computing maximum likelihood estimates of model parameters with closed-form expressions. Moreover, we provide an information-based method to compute asymptotic standard errors of mixing proportions and regression coefficients. The utility and performance of our proposed methodology are illustrated through a simulation study and two real data examples. [ABSTRACT FROM AUTHOR]
- Abstract: Copyright of Statistical Papers is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
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