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具有左删失的偏态正态混合模型的贝叶斯推断。

Bayesian inference for skew-normal mixture models with left-censoring.

作者信息

Dagne Getachew A

机构信息

Department of Epidemiology and Biostatistics, College of Public Health, University of South Florida, Tampa, Florida 33612, USA.

出版信息

J Biopharm Stat. 2013;23(5):1023-41. doi: 10.1080/10543406.2013.813517.

Abstract

Assays to measure concentration of antibody after vaccination are often subject to left-censoring due to a lower detection limit (LDL), leading to a high proportion of observations below the detection limit. Not accounting for such left-censoring appropriately can lead to biased parameter estimates. To properly adjust for left-censoring and a high proportion of observations at LDL, this article proposes a mixture model combining a point mass below LDL and a Tobit model with skew-elliptical error distribution. We show that skew-elliptical distributions, where the skew-normal and skew-t are special cases, have great flexibility for simultaneously handling left-censoring, skewness, and heaviness in the tails of a distribution of a response variable with left-censored data. A Bayesian procedure is used to estimate model parameters. Two real data sets from a study of the measles vaccine and an HIV/AIDS study are used to illustrate the proposed models.

摘要

接种疫苗后测量抗体浓度的检测方法常常因检测下限(LDL)而受到左删失影响,导致大量观测值低于检测下限。若未对这种左删失进行适当处理,可能会导致参数估计出现偏差。为了对左删失以及LDL处的大量观测值进行恰当调整,本文提出了一种混合模型,该模型将LDL以下的点质量分布与具有偏态椭圆误差分布的Tobit模型相结合。我们表明,偏态椭圆分布(其中偏态正态分布和偏态t分布是特殊情况)在处理左删失数据时,对于同时处理响应变量分布的左删失、偏度和尾部厚重性具有很大的灵活性。采用贝叶斯方法来估计模型参数。利用一项麻疹疫苗研究和一项艾滋病毒/艾滋病研究中的两个真实数据集来说明所提出的模型。

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