A log-extended Weibull regression model

Giovana O. Silva, Edwin M.M. Ortega and Gauss M. Cordeiro

Computational Statistics & Data Analysis, 2009, vol. 53, issue 12, 4482-4489

Abstract: A bathtub-shaped failure rate function is very useful in survival analysis and reliability studies. The well-known lifetime distributions do not have this property. For the first time, we propose a location-scale regression model based on the logarithm of an extended Weibull distribution which has the ability to deal with bathtub-shaped failure rate functions. We use the method of maximum likelihood to estimate the model parameters and some inferential procedures are presented. We reanalyze a real data set under the new model and the log-modified Weibull regression model. We perform a model check based on martingale-type residuals and generated envelopes and the statistics AIC and BIC to select appropriate models.

Date: 2009
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