Estimating the change point of binary profiles in phase II

Alireza Sharafi, Majid Aminnayeri and Amirhossein Amiri

International Journal of Productivity and Quality Management, 2014, vol. 14, issue 3, 336-351

Abstract: Identifying the real time change in a process, when an out-of-control signal is given by a control chart is crucial and leads to cost and time savings significantly. There are processes or products whose quality is described by a relationship between a response variable and one or more explanatory variable. This relationship is known as profile in the literature of statistical process control and is modelled by different regression types including logistic regression. This type of profile is used where the response variable follows a binomial distribution. In this paper, a maximum likelihood estimator (MLE) based on regression parameters is developed to find the real time of a step change in logistic regression profiles. Simulation studies are provided to evaluate the performance of the proposed change point estimator under both single step change and linear trend change.

Keywords: binary profiles; change point; maximum likelihood estimator; MLE; exponentially weighted moving average; EWMA; control charts; statistical process control; SPC; simulation. (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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