Electronic Journal of Statistics

Reparameterized Birnbaum-Saunders regression models with varying precision

Manoel Santos-Neto, Francisco José A. Cysneiros, Víctor Leiva, and Michelli Barros

Full-text: Open access

Abstract

We propose a methodology based on a reparameterized Birnbaum-Saunders regression model with varying precision, which generalizes the existing works in the literature on the topic. This methodology includes the estimation of model parameters, hypothesis tests for the precision parameter, a residual analysis and influence diagnostic tools. Simulation studies are conducted to evaluate its performance. We apply it to two real-world case-studies to show its potential with the R software.

Article information

Source
Electron. J. Statist., Volume 10, Number 2 (2016), 2825-2855.

Dates
Received: July 2014
First available in Project Euclid: 30 September 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejs/1475266648

Digital Object Identifier
doi:10.1214/16-EJS1187

Mathematical Reviews number (MathSciNet)
MR3553913

Zentralblatt MATH identifier
1348.62220

Subjects
Primary: 62J12: Generalized linear models 62J20: Diagnostics
Secondary: 62F03: Hypothesis testing

Keywords
Birnbaum-Saunders distribution hypothesis testing likelihood-based methods local influence Monte Carlo simulation residuals R software

Citation

Santos-Neto, Manoel; Cysneiros, Francisco José A.; Leiva, Víctor; Barros, Michelli. Reparameterized Birnbaum-Saunders regression models with varying precision. Electron. J. Statist. 10 (2016), no. 2, 2825--2855. doi:10.1214/16-EJS1187. https://projecteuclid.org/euclid.ejs/1475266648


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