Improved likelihood inference in Birnbaum-Saunders regressions

DOI10.1016/J.CSDA.2009.11.017zbMATH Open1464.62118arXiv0806.2208OpenAlexW2104982049WikidataQ57496518 ScholiaQ57496518MaRDI QIDQ962385FDOQ962385

Francisco Cribari-Neto, Artur J. Lemonte, Silvia L. P. Ferrari

Publication date: 6 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Abstract: The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. We show that the likelihood ratio test tends to be liberal when the sample size is small, and we obtain a correction factor which reduces the size distortion of the test. The correction makes the error rate of he test vanish faster as the sample size increases. The numerical results show that the modified test is more reliable in finite samples than the usual likelihood ratio test. We also present an empirical application.

Full work available at URL: https://arxiv.org/abs/0806.2208

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Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Reliability and life testing (62N05)

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Cited In (21)

• On some beta ridge regression estimators: method, simulation and application
• Bayesian inference for the Birnbaum-Saunders nonlinear regression model
• Influence diagnostics in Birnbaum–Saunders nonlinear regression models
• Improved likelihood inference in generalized linear models
• Signed likelihood ratio tests in the Birnbaum-Saunders regression model
• Multivariate Birnbaum–Saunders regression model
• A log-linear regression model for the \(\beta\)-Birnbaum-Saunders distribution with censored data
• A new extended Birnbaum-Saunders regression model for lifetime modeling
• Some asymptotic inferential aspects of the Kumaraswamy distribution
• Bartlett corrections in Birnbaum–Saunders nonlinear regression models
• Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
• A log-Birnbaum–Saunders regression model with asymmetric errors
• Birnbaum‐Saunders distribution: A review of models, analysis, and applications
• Size and power properties of some tests in the Birnbaum-Saunders regression model
• Small‐sample testing inference in symmetric and log‐symmetric linear regression models
• Improved inference in dispersion models
• Small-Sample Corrections for Score Tests in Birnbaum–Saunders Regressions
• An extended fatigue life distribution
• Robust inference for Birnbaum–Saunders regressions
• The odd Birnbaum-Saunders regression model with applications to lifetime data
• Diagnostics for a class of survival regression models with heavy-tailed errors

Uses Software

• R
• Ox
• bootstrap

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