Influence Diagnostics in log-Birnbaum-Saunders Regression Models
Manuel Galea,
Victor Leiva-Sanchez and
Gilberto Paula
Journal of Applied Statistics, 2004, vol. 31, issue 9, 1049-1064
Abstract:
In this paper we present various diagnostic methods for a linear regression model under a logarithmic Birnbaum-Saunders distribution for the errors, which may be applied for accelerated life testing or to compare the median lives of several populations. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are derived, analysed and discussed. We also present a connection between the local influence and generalized leverage methods. A discussion of the computation of the likelihood displacement as well as the normal curvature in the local influence method are presented. Finally, an example with real data is given for illustration.
Keywords: Birnbaum- Saunders distribution; life distributions; sinh-normal distribution; fatigue life; log-linear models; influence diagnostic; generalized leverage; local influence; maximum likelihood estimator (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (31)
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:31:y:2004:i:9:p:1049-1064
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DOI: 10.1080/0266476042000280409
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