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A flexible semiparametric regression model for bimodal, asymmetric and censored data

机译:用于双峰,非对称和审查数据的灵活的半参数回归模型

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In this paper, we propose a new semiparametric heteroscedastic regression model allowing for positive and negative skewness and bimodal shapes using the B-spline basis for nonlinear effects. The proposed distribution is based on the generalized additive models for location, scale and shape framework in order to model any or all parameters of the distribution using parametric linear and/or nonparametric smooth functions of explanatory variables. We motivate the new model by means of Monte Carlo simulations, thus ignoring the skewness and bimodality of the random errors in semiparametric regression models, which may introduce biases on the parameter estimates and/or on the estimation of the associated variability measures. An iterative estimation process and some diagnostic methods are investigated. Applications to two real data sets are presented and the method is compared to the usual regression methods.
机译:在本文中,我们提出了一个新的半参数异方差回归模型,该模型允许使用B样条基础的正负偏斜和双峰形状来获得非线性效应。提议的分布基于位置,比例和形状框架的通用加性模型,以便使用解释变量的参数线性和/或非参数平滑函数对分布的任何或所有参数进行建模。我们通过蒙特卡罗模拟来激发新模型,从而忽略了半参数回归模型中随机误差的偏度和双峰性,这可能会对参数估计和/或相关的可变性度量的估计造成偏差。研究了迭代估计过程和一些诊断方法。介绍了对两个真实数据集的应用,并将该方法与常规回归方法进行了比较。

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