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Diagnostic analysis for heterogeneous log-Birnbaum–Saunders regression models

  • Li, Ai-Ping
  • Chen, Zhao-Xia
  • Xie, Feng-Chang
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    In this paper, we introduce a class of heterogeneous log-Birnbaum–Saunders regression models where both the location parameter as well as the shape parameter can be modelled in terms of covariates. The maximum likelihood estimates of parameters are derived. In addition, diagnostic measures are studied based on the case-deletion approach and the local influence approach. Finally, one real example from the medical area is used to illustrate shape parameter modelling and the diagnostic methods.

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    File URL: http://www.sciencedirect.com/science/article/pii/S0167715212001964
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    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 82 (2012)
    Issue (Month): 9 ()
    Pages: 1690-1698

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    Handle: RePEc:eee:stapro:v:82:y:2012:i:9:p:1690-1698
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    1. 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.
    2. Xie, Feng-Chang & Wei, Bo-Cheng, 2007. "Diagnostics analysis for log-Birnbaum-Saunders regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4692-4706, May.
    3. 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.
    4. 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.
    5. Hao Qu & Feng‐Chang Xie, 2011. "Diagnostics analysis for log‐Birnbaum–Saunders regression models with censored data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 1-21, 02.
    6. Galea, Manuel & Paula, Gilberto A. & Cysneiros, Francisco José A., 2005. "On diagnostics in symmetrical nonlinear models," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 459-467, July.
    7. Tang, Nian-Sheng & Wei, Bo-Cheng & Wang, Xue-Ren, 2000. "Influence diagnostics in nonlinear reproductive dispersion models," Statistics & Probability Letters, Elsevier, vol. 46(1), pages 59-68, January.
    8. Cysneiros, Francisco José A. & Paula, Gilberto A. & Galea, Manuel, 2007. "Heteroscedastic symmetrical linear models," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1084-1090, June.
    9. Artur J. Lemonte & Alexandre G. Patriota, 2011. "Influence diagnostics in Birnbaum--Saunders nonlinear regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(5), pages 871-884, February.
    10. Leiva, Victor & Barros, Michelli & Paula, Gilberto A. & Galea, Manuel, 2007. "Influence diagnostics in log-Birnbaum-Saunders regression models with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5694-5707, August.
    11. Hong-Tu Zhu & Sik-Yum Lee, 2001. "Local influence for incomplete data models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(1), pages 111-126.
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