Electronic Journal of Statistics

Reparameterized Birnbaum-Saunders regression models with varying precision

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

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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

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

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

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Zentralblatt MATH identifier

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

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


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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