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Influence diagnostics in log-Birnbaum-Saunders regression models
被引:70
|作者:
Galea, M
Leiva-Sánchez, V
Paula, GA
机构:
[1] Univ Valparaiso, Dept Estadist, Valparaiso, Chile
[2] Univ Autonoma Agr Antonio Narro, Dept Estadist & Calculo, Saltillo, Coahuila, Mexico
[3] Univ Sao Paulo, Dept Estatist, BR-05508 Sao Paulo, Brazil
基金:
巴西圣保罗研究基金会;
关键词:
Birnbaum-Saunders distribution;
life distributions;
sinh-normal distribution;
fatigue life;
log-linear models;
influence diagnostic;
generalized leverage;
local influence;
maximum likelihood estimator;
D O I:
10.1080/0266476042000280409
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:
In this paper we present various diagnostic methods for a linear regression model under a logarithmic Birnbaum-Saunders distribution for the errors, which may be applied for accelerated lift testing or to compare the median lives of several populations. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are derived, analysed and discussed. We also present a connection between the local influence and generalized leverage methods. A discussion of the computation of the likelihood displacement as well as the normal curvature in the local influence method are presented. Finally, an example with real data is given for illustration.
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页码:1049 / 1064
页数:16
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