The new odd log-logistic generalized inverse Gaussian regression model

DOI10.1155/2019/8575424MaRDI QIDQ1733153zbMATH OpenOpenAlexFDO

Authors Julio Cezar Souza Vasconcelos, Edwin M. M. Ortega, Elton G. Araújo, Gauss M. Cordeiro

Publication date 21 March 2019

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2019/8575424

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Generalized linear models (logistic models) (62J12) Diagnostics, and linear inference and regression (62J20) Applications of statistics to economics (62P20)

Review text

Summary: We define a new four-parameter model called the odd log-logistic generalized inverse Gaussian distribution which extends the generalized inverse Gaussian and inverse Gaussian distributions. We obtain some structural properties of the new distribution. We construct an extended regression model based on this distribution with two systematic structures, which can provide more realistic fits to real data than other special regression models. We adopt the method of maximum likelihood to estimate the model parameters. In addition, various simulations are performed for different parameter settings and sample sizes to check the accuracy of the maximum likelihood estimators. We provide a diagnostics analysis based on case-deletion and quantile residuals. Finally, the potentiality of the new regression model to predict price of urban property is illustrated by means of real data.

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Cited in

(12)

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• A new extended log-Weibull regression: simulations and applications
• The semiparametric regression model for bimodal data with different penalized smoothers applied to climatology, ethanol and air quality data
• A new regression model for bimodal data and applications in agriculture
• A new heteroscedastic regression to analyze mass loss of wood in civil construction in Brazil
• A random effect regression based on the odd log-logistic generalized inverse Gaussian distribution
• The re-parameterized inverse Gaussian regression to model length of stay of COVID-19 patients in the public health care system of Piracicaba, Brazil
• An extended logit-normal regression with application to human development index data
• A novel generalized odd log-logistic Maxwell-based regression with application to microbiology

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