Heteroscedastic log-exponentiated Weibull regression model

被引：6

作者：

Ortega, Edwin M. M. ^{[1
]}

Lemonte, Artur J. ^{[2
]}

Cordeiro, Gauss M. ^{[3
]}

Cancho, Vicente G. ^{[4
]}

Mialhe, Fabio L. ^{[5
]}

机构：

[1] Univ Sao Paulo, Dept Ciencias Exatas, Piracicaba, Brazil

[2] Univ Fed Rio Grande do Norte, Dept Estat, Natal, RN, Brazil

[3] Univ Fed Pernambuco, Dept Estat, Recife, PE, Brazil

[4] Univ Sao Paulo, Inst Ciencias Matemat & Computacao, Sao Carlos, SP, Brazil

[5] Univ Estadual Campinas, Dept Odontol Social, Campinas, SP, Brazil

来源：

JOURNAL OF APPLIED STATISTICS | 2018年 / 45卷 / 03期

关键词：

Exponentiated Weibull distribution; lifetime data; location-scale regression model; log-Weibull regression model; 62F10; 62J05; 62J20; INFLUENCE DIAGNOSTICS; RESIDUALS; FAMILY;

D O I：

10.1080/02664763.2016.1277192

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We introduce a new class of heteroscedastic log-exponentiated Weibull (LEW) regression models. The class of regression models can be applied to censored data and be used more effectively in survival analysis. Maximum likelihood estimation of the model parameters with censored data as well as influence diagnostics for the new regression model is investigated. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the heteroscedastic LEW regression model. The normal curvatures for studying local influence are derived under various perturbation schemes. An empirical application to a real data set is provided to illustrate the usefulness of the new class of heteroscedastic regression models.

引用

页码：384 / 408

页数：25

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