Improved likelihood inference in Birnbaum-Saunders regressions
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Publication:962385
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.
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Cited in
(23)- Diagnostics for a class of survival regression models with heavy-tailed errors
- On some beta ridge regression estimators: method, simulation and application
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- Signed likelihood ratio tests in the Birnbaum-Saunders regression model
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- Multivariate Birnbaum–Saunders regression model
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- Bartlett corrections in Birnbaum–Saunders nonlinear regression models
- Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
- Hypothesis testing in log-Birnbaum-Saunders regressions
- Small-sample corrections for score tests in Birnbaum-Saunders regressions
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- Improved inference in dispersion models
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- An extended fatigue life distribution
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- The odd Birnbaum-Saunders regression model with applications to lifetime data
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