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A mixed effects log-linear model based on the Birnbaum–Saunders distribution

Author

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  • Desmond, A.F.
  • Cíntora González, Carlos L.
  • Singh, R.S.
  • Lu, Xuewen

Abstract

In lifetime data analysis and particularly in engineering reliability contexts, the Birnbaum–Saunders (BISA) density is often suggested as a suitable model; see Birnbaum and Saunders (1969), Mann et al. (1974), and Desmond (1985). A linear regression model, obtained from a logarithmic transformation of the response variable, is useful in studying the effect of covariates on the response variable; see Rieck and Nedelman (1991), Tsionas (2001) and Galea et al. (2004). In this paper, an extension of the log-linear regression model of Rieck and Nedelman (1991), which considers random effects, is introduced. From a Monte Carlo simulation study, the performance of various estimation and prediction methods are studied. The usefulness of the mixed log-linear model is stressed and compared to the pure fixed effects log-linear regression BISA model. The new model is used to analyze a real data set, for which a fixed effects model is inappropriate.

Suggested Citation

  • Desmond, A.F. & Cíntora González, Carlos L. & Singh, R.S. & Lu, Xuewen, 2012. "A mixed effects log-linear model based on the Birnbaum–Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 399-407.
    • Handle: RePEc:eee:csdana:v:56:y:2012:i:2:p:399-407
    DOI: 10.1016/j.csda.2011.07.017
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    References listed on IDEAS

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    1. Wang, Zhihui & Desmond, A.F. & Lu, Xuewen, 2006. "Modified censored moment estimation for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 1033-1051, February.
    2. Ng, H. K. T. & Kundu, D. & Balakrishnan, N., 2003. "Modified moment estimation for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 283-298, July.
    3. Manuel Galea & Victor Leiva-Sanchez & Gilberto Paula, 2004. "Influence Diagnostics in log-Birnbaum-Saunders Regression Models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(9), pages 1049-1064.
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    Cited by:

    1. Lemonte, Artur J., 2013. "A new extended Birnbaum–Saunders regression model for lifetime modeling," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 34-50.

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