Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables

Wan-Lun Wang, Luis M. Castro, Wan-Chen Hsieh and Tsung-I Lin ()
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Wan-Lun Wang: Feng Chia University
Luis M. Castro: Pontificia Universidad Católica de Chile
Wan-Chen Hsieh: National Chung Hsing University
Tsung-I Lin: National Chung Hsing University

Statistical Papers, 2021, vol. 62, issue 5, No 4, 2119-2145

Abstract: 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.

Keywords: AECM algorithm; Censored data; Detection limit; Factor analysis; ML estimation; Truncated multivariate normal distribution (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00362-020-01177-1

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