IDEAS home Printed from https://ideas.repec.org/a/spr/metcap/v25y2023i2d10.1007_s11009-023-10039-w.html
   My bibliography  Save this article

The Log-Logistic Regression Model Under Censoring Scheme

Author

Listed:
  • Lucas David Ribeiro-Reis

    (Universidade Federal de Pernambuco)

Abstract

A regression model, based on the well-known log-logistic distribution is proposed. This model is parameterized in terms of the median of the distribution, through a link function. The regression model assumes the censored data structure. The unknown parameters are estimated by maximum likelihood. Monte Carlo simulations with censoring and application to real censored data show the good quality of the proposed regression model.

Suggested Citation

  • Lucas David Ribeiro-Reis, 2023. "The Log-Logistic Regression Model Under Censoring Scheme," Methodology and Computing in Applied Probability, Springer, vol. 25(2), pages 1-12, June.
  • Handle: RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10039-w
    DOI: 10.1007/s11009-023-10039-w
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11009-023-10039-w
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11009-023-10039-w?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Gauss M. Cordeiro & Morad Alizadeh & Thiago G. Ramires & Edwin M. M. Ortega, 2017. "The generalized odd half-Cauchy family of distributions: Properties and applications," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(11), pages 5685-5705, June.
    2. Gauss Cordeiro & Saralees Nadarajah & Edwin Ortega, 2012. "The Kumaraswamy Gumbel distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(2), pages 139-168, June.
    3. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-333, March.
    4. Morad Alizadeh & S. M. T. K. MirMostafee & Edwin M. M. Ortega & Thiago G. Ramires & Gauss M. Cordeiro, 2017. "The odd log-logistic logarithmic generated family of distributions with applications in different areas," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-25, December.
    5. Mustafa Ç. Korkmaz & Gauss M. Cordeiro & Haitham M. Yousof & Rodrigo R. Pescim & Ahmed Z. Afify & Saralees Nadarajah, 2019. "The Weibull Marshall–Olkin family: Regression model and application to censored data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(16), pages 4171-4194, August.
    6. Joseph Reath & Jianping Dong & Min Wang, 2018. "Improved parameter estimation of the log-logistic distribution with applications," Computational Statistics, Springer, vol. 33(1), pages 339-356, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gauss M. Cordeiro & Elisângela C. Biazatti & Luís H. de Santana, 2023. "A New Extended Weibull Distribution with Application to Influenza and Hepatitis Data," Stats, MDPI, vol. 6(2), pages 1-17, May.
    2. Fabrice Gilles & Sabina Issehnane & Florent Sari, 2022. "Using short-term jobs as a way to find a regular job. What kind of role for local context?," TEPP Working Paper 2022-07, TEPP.
    3. repec:hal:spmain:info:hdl:2441/dambferfb7dfprc9m052g20qh is not listed on IDEAS
    4. Vipin Arora & Shuping Shi, 2016. "Nonlinearities and tests of asset price bubbles," Empirical Economics, Springer, vol. 50(4), pages 1421-1433, June.
    5. Luiz Paulo Fávero & Joseph F. Hair & Rafael de Freitas Souza & Matheus Albergaria & Talles V. Brugni, 2021. "Zero-Inflated Generalized Linear Mixed Models: A Better Way to Understand Data Relationships," Mathematics, MDPI, vol. 9(10), pages 1-28, May.
    6. Hansen, Lars Peter & Heaton, John & Luttmer, Erzo G J, 1995. "Econometric Evaluation of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 237-274.
    7. Das, Marcel & van Soest, Arthur, 1999. "A panel data model for subjective information on household income growth," Journal of Economic Behavior & Organization, Elsevier, vol. 40(4), pages 409-426, December.
    8. Luis Garicano & Thomas N. Hubbard, 2016. "The Returns to Knowledge Hierarchies," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 32(4), pages 653-684.
    9. Adrian Bruhin & Ernst Fehr & Daniel Schunk, 2019. "The many Faces of Human Sociality: Uncovering the Distribution and Stability of Social Preferences," Journal of the European Economic Association, European Economic Association, vol. 17(4), pages 1025-1069.
    10. Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2020. "The information content of funds from operations and net income in real estate investment trusts," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    11. Downward, Paul & Rasciute, Simona, 2015. "Assessing the impact of the National Cycle Network and physical activity lifestyle on cycling behaviour in England," Transportation Research Part A: Policy and Practice, Elsevier, vol. 78(C), pages 425-437.
    12. Filiz-Ozbay, Emel & Guryan, Jonathan & Hyndman, Kyle & Kearney, Melissa & Ozbay, Erkut Y., 2015. "Do lottery payments induce savings behavior? Evidence from the lab," Journal of Public Economics, Elsevier, vol. 126(C), pages 1-24.
    13. repec:lan:wpaper:2935 is not listed on IDEAS
    14. Subir K. Chakrabarti & Srikant Devaraj & Pankaj C. Patel, 2021. "Minimum wage and restaurant hygiene violations: Evidence from Seattle," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(1), pages 85-99, January.
    15. Coll Martínez, Eva & Arauzo Carod, Josep Maria, 2015. "Creative Industries: a Preliminary Insight to their Location Determinants," Working Papers 2072/250133, Universitat Rovira i Virgili, Department of Economics.
    16. Mohammed Abdellaoui & Olivier L’Haridon & Horst Zank, 2010. "Separating curvature and elevation: A parametric probability weighting function," Journal of Risk and Uncertainty, Springer, vol. 41(1), pages 39-65, August.
    17. Christopher Jeffords, 2014. "Preference-directed regulation when ethical environmental policy choices are formed with limited information," Empirical Economics, Springer, vol. 46(2), pages 573-606, March.
    18. Greene, William, 2007. "Functional Form and Heterogeneity in Models for Count Data," Foundations and Trends(R) in Econometrics, now publishers, vol. 1(2), pages 113-218, August.
    19. Corradi, Valentina & Swanson, Norman R., 2004. "A test for the distributional comparison of simulated and historical data," Economics Letters, Elsevier, vol. 85(2), pages 185-193, November.
    20. Tue Gørgens & Dean Robert Hyslop, 2018. "The Specification of Dynamic Discrete-Time Two-State Panel Data Models," Econometrics, MDPI, vol. 7(1), pages 1-16, December.
    21. Christopher J. W. Zorn, 1998. "An Analytic and Empirical Examination of Zero-Inflated and Hurdle Poisson Specifications," Sociological Methods & Research, , vol. 26(3), pages 368-400, February.
    22. Philip G. Gayle & Zijun Luo, 2015. "Choosing between Order-of-Entry Assumptions in Empirical Entry Models: Evidence from Competition between Burger King and McDonald's Restaurant Outlets," Journal of Industrial Economics, Wiley Blackwell, vol. 63(1), pages 129-151, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10039-w. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.