Bounded mixed regression models using Johnson-SB type distributions

• Ano de defesa: 2021
• Autor(a) principal: Piccirilli, Giovanni Pastori
• Tipo de documento: Dissertação
• Tipo de acesso: Acesso aberto
• Idioma: eng
• Instituição de defesa: Biblioteca Digitais de Teses e Dissertações da USP
• Palavras-chave em Português: Bayesian estimation; Bounded response; Dados longitudinais; Distribuição Johson-Sb; Estimação Bayesiana; Johnson-Sb distribution; Longitudinal data; Mixed models; Modelos mistos; Penalized likelihood estimation; Resposta limitada; Verossimilhança penalizada
• Link de acesso: https://www.teses.usp.br/teses/disponiveis/104/104131/tde-19052021-133907/

This work considers a flexible mechanism for constructing probability distributions in the (0,1) interval called GF-quantile distributions. The focus is on a new derivation of the GF-quantile distributions called the JSB class of distributions. New mixed-effects models for bounded longitudinal data in the interval (0;1) based on the JSB distributions are presented. The penalized likelihood estimators are obtained by maximizing the penalized likelihood and are computed by the Rigby and Stasinopoulos (RS) algorithm. From the Bayesian perspective, the No-UTurn- Sampler (NUTS) is used to sample from the posterior distribution. Residual analysis is performed considering randomized quantile residuals. Simulation studies considering robustness to outliers from the distributions and extensions of the models to support 0 and 1 observations are presented. Three real data sets motivate the use of the new models. The first dataset contains the proportion of individuals vulnerable to poverty of the 645 municipalities from São Paulo state in Brazil and does not contain any covariate. The second dataset incorporates the proportion of votes obtained by a political party in five Brazilian presidential elections, every four years, from 1994 to 2010, from the 75 municipalities from Sergipe state in Brazil. The third dataset comes from the public health area in Brazilian states. It contains the mortality rates from bronchial and lung cancer from the 27 Brazilian states over the last 30 years. The aim is to identify if factors like sex, age, and the Municipal Human Development Index of the state can influence the mortality rate. The JSB mixed regression models and the Beta mixed model were applied. The JSB mixed models display lower values than the Beta mixed model for the model comparison criteria. The results and the residual analysis reveal that the JSB models can be an alternative to the Beta model.