Showing 1 - 10 of 39
We introduce the log-odd Weibull regression model based on the odd Weibull distribution (Cooray, 2006). We derive some mathematical properties of the log-transformed distribution. The new regression model represents a parametric family of models that includes as sub-models some widely known...
Persistent link: https://www.econbiz.de/10010953607
In interval-censored survival data, the event of interest is not observed exactly but is only known to occur within some time interval. Such data appear very frequently. In this paper, we are concerned only with parametric forms, and so a location-scale regression model based on the...
Persistent link: https://www.econbiz.de/10008550848
Persistent link: https://www.econbiz.de/10010838056
The zero-inflated negative binomial model is used to account for overdispersion detected in data that are initially analyzed under the zero-inflated Poisson model. A frequentist analysis, a jackknife estimator and a non-parametric bootstrap for parameter estimation of zero-inflated negative...
Persistent link: https://www.econbiz.de/10008864129
In this study, regression models are evaluated for grouped survival data when the effect of censoring time is considered in the model and the regression structure is modeled through four link functions. The methodology for grouped survival data is based on life tables, and the times are grouped...
Persistent link: https://www.econbiz.de/10008864208
Persistent link: https://www.econbiz.de/10005172660
In this paper, we formulate a very flexible family of models which unifies most recent lifetime distributions. The main idea is to obtain a cumulative distribution function to transform the baseline distribution with an activation mechanism characterized by a latent threshold variable. The new...
Persistent link: https://www.econbiz.de/10010953636
In this paper we discuss the issue of improving score statistics for exponential censored data. We give a general formula to compute corrected score statistics in exponential regression models. The formula derived is simple enough to be used analytically in order to obtain closed-form...
Persistent link: https://www.econbiz.de/10005313816
In this paper we derive second- and third-order bias-corrected maximum likelihood estimates in general uniparametric models. We compare the corrected estimates and the usual maximum likelihood estimate in terms of their mean squared errors. We also obtain closed-form expressions for...
Persistent link: https://www.econbiz.de/10005211887
In this paper we derive general formulae for second-order biases of maximum-likelihood estimates in a class of symmetric nonlinear regression models. This class of models is commonly used for the analysis of data containing extreme or outlying observations in samples from a supposedly normal...
Persistent link: https://www.econbiz.de/10005319132