A new log-location regression model: estimation, influence diagnostics and residual analysis
Rodrigo R. Pescim,
Edwin M. M. Ortega,
Gauss M. Cordeiro and
Morad Alizadeh
Journal of Applied Statistics, 2017, vol. 44, issue 2, 233-252
Abstract:
We introduce a log-linear regression model based on the odd log-logistic generalized half-normal distribution [7]. Some of its structural properties including explicit expressions for the density function, quantile and generating functions and ordinary moments are derived. We estimate the model parameters by the maximum likelihood method. For different parameter settings, proportion of censoring and sample size, some simulations are performed to investigate the behavior of the estimators. We derive the appropriate matrices for assessing local influence diagnostics on the parameter estimates under different perturbation schemes. We also define the martingale and modified deviance residuals to detect outliers and evaluate the model assumptions. In addition, we demonstrate that the extended regression model can be very useful in the analysis of real data and provide more realistic fits than other special regression models. The potentiality of the new regression model is illustrated by means of a real data set.
Date: 2017
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)
Downloads: (external link)
http://hdl.handle.net/10.1080/02664763.2016.1168368 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:44:y:2017:i:2:p:233-252
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20
DOI: 10.1080/02664763.2016.1168368
Access Statistics for this article
Journal of Applied Statistics is currently edited by Robert Aykroyd
More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().