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  • 标题:Generalized Exponentiated Weibull Linear Model in the Presence of Covariates
  • 本地全文:下载
  • 作者:Tiago Santana ; Edwin Ortega ; Gauss Cordeiro
  • 期刊名称:International Journal of Statistics and Probability
  • 印刷版ISSN:1927-7032
  • 电子版ISSN:1927-7040
  • 出版年度:2017
  • 卷号:6
  • 期号:3
  • 页码:75
  • DOI:10.5539/ijsp.v6n3p75
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    A new regression model based on the exponentiated Weibull with the structure distribution and the structure of the generalized linear model, called the generalized exponentiated Weibull linear model (GEWLM), is proposed. The GEWLM is composed by three important structural parts: the random component, characterized by the distribution of the response variable; the systematic component, which includes the explanatory variables in the model by means of a linear structure; and a link function, which connects the systematic and random parts of the model. Explicit expressions for the logarithm of the likelihood function, score vector and observed and expected information matrices are presented. The method of maximum likelihood and a Bayesian procedure are adopted for estimating the model parameters. To detect influential observations in the new model, we use diagnostic measures based on the local influence and Bayesian case influence diagnostics. Also, we show that the estimates of the GEWLM are robust to deal with the presence of outliers in the data. Additionally, to check whether the model supports its assumptions, to detect atypical observations and to verify the goodness-of-fit of the regression model, we define residuals based on the quantile function, and perform a Monte Carlo simulation study to construct confidence bands from the generated envelopes. We apply the new model to a dataset from the insurance area.

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