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Birnbaum–Saunders regression models: a comparative evaluation of three approaches
| dc.contributor.author | Dasilva, Alan | |
| dc.contributor.author | Dias, Renata | |
| dc.contributor.author | Leiva, Víctor | |
| dc.contributor.author | Marchant-Fuentes, Carolina | |
| dc.contributor.author | Saulo, Helton | |
| dc.date.accessioned | 2020-11-12T13:37:43Z | |
| dc.date.available | 2020-11-12T13:37:43Z | |
| dc.date.issued | 2020 | |
| dc.identifier.uri | http://repositorio.ucm.cl/handle/ucm/3185 | |
| dc.description.abstract | This study investigates three regression models based on the Birnbaum–Saunders distribution. The first model is obtained directly through the Birnbaum–Saunders distribution; the second model is obtained via a logarithmic transformation in the response variable; and the third model employs a mean parametrization of this distribution. The primary objective of this study is to compare the performance of the three Birnbaum–Saunders regression models. The secondary objective is to provide a tool to choose the best model for regression when analysing data following a Birnbaum–Saunders distribution. By using Monte Carlo simulations and the R software, we evaluate the behaviour of the corresponding estimators, and of the Cox–Snell and randomized quantile residuals. An illustration with real data is provided to compare the investigated regression models. | es_CL |
| dc.language.iso | en | es_CL |
| dc.rights | Atribución-NoComercial-SinDerivadas 3.0 Chile | * |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/cl/ | * |
| dc.source | Journal of Statistical Computation and Simulation, 90(14), 2552-2570 | es_CL |
| dc.subject | Birnbaum–Saunders distributions | es_CL |
| dc.subject | Maximum likelihood estimators | es_CL |
| dc.subject | Monte Carlo method | es_CL |
| dc.subject | Residuals | es_CL |
| dc.subject | R software | es_CL |
| dc.title | Birnbaum–Saunders regression models: a comparative evaluation of three approaches | es_CL |
| dc.type | Article | es_CL |
| dc.ucm.facultad | Facultad de Ciencias Básicas | es_CL |
| dc.ucm.indexacion | Scopus | es_CL |
| dc.ucm.indexacion | Isi | es_CL |
| dc.ucm.uri | tandfonline.com/doi/abs/10.1080/00949655.2020.1782912 | es_CL |
| dc.ucm.doi | doi.org/10.1080/00949655.2020.1782912 | es_CL |
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