Log-modified Weibull regression models with censored data: Sensitivity and residual analysis

Jalmar M.F. Carrasco, Edwin M.M. Ortega and Gilberto A. Paula

Computational Statistics & Data Analysis, 2008, vol. 52, issue 8, 4021-4039

Abstract: This paper proposes a regression model considering the modified Weibull distribution. This distribution can be used to model bathtub-shaped failure rate functions. Assuming censored data, we consider maximum likelihood and Jackknife estimators for the parameters of the model. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and we also present some ways to perform global influence. Besides, for different parameter settings, sample sizes and censoring percentages, various simulations are performed and the empirical distribution of the modified deviance residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for a martingale-type residual in log-modified Weibull regression models with censored data. Finally, we analyze a real data set under log-modified Weibull regression models. A diagnostic analysis and a model checking based on the modified deviance residual are performed to select appropriate models.

Date: 2008
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Citations: View citations in EconPapers (11)

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