Motivated by a real data example, coming from a clinical trial to compare four treatments on severely sprained ankles, we extend the normal model for censored data, also known as Tobit model, to accomodate asymmetry in the distribution of the residuals. The proposed model makes use of the skew-normal distribution, a distribution that includes the normal one. The theoretical features of the model are investigated. These involve the analysis of the behaviour of the information matrix and the formulation of a R-squared type of measure to evaluate the capacity of the model to represent the data.
Modelling censored data with the skew-normal distribution
STANGHELLINI, Elena
2010
Abstract
Motivated by a real data example, coming from a clinical trial to compare four treatments on severely sprained ankles, we extend the normal model for censored data, also known as Tobit model, to accomodate asymmetry in the distribution of the residuals. The proposed model makes use of the skew-normal distribution, a distribution that includes the normal one. The theoretical features of the model are investigated. These involve the analysis of the behaviour of the information matrix and the formulation of a R-squared type of measure to evaluate the capacity of the model to represent the data.File in questo prodotto:
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