Bartlett corrections in Birnbaum-Saunders nonlinear regression models
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
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| Data(s) |
01/11/2013
01/11/2013
2012
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| Resumo |
Lemonte and Cordeiro [Birnbaum-Saunders nonlinear regression models, Comput. Stat. Data Anal. 53 (2009), pp. 4441-4452] introduced a class of Birnbaum-Saunders (BS) nonlinear regression models potentially useful in lifetime data analysis. We give a general matrix Bartlett correction formula to improve the likelihood ratio (LR) tests in these models. The formula is simple enough to be used analytically to obtain several closed-form expressions in special cases. Our results generalize those in Lemonte et al. [Improved likelihood inference in Birnbaum-Saunders regressions, Comput. Stat. DataAnal. 54 (2010), pp. 1307-1316], which hold only for the BS linear regression models. We consider Monte Carlo simulations to show that the corrected tests work better than the usual LR tests. FAPESP FAPESP CNPq (Brazil) CNPq (Brazil) Universidad Industrial de Santander (Colombia) Universidad Industrial de Santander (Colombia) |
| Identificador |
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, ABINGDON, v. 82, n. 6, supl. 4, Part 1-2, pp. 927-935, FEB-APR, 2012 0094-9655 http://www.producao.usp.br/handle/BDPI/37228 10.1080/00949655.2011.561802 |
| Idioma(s) |
eng |
| Publicador |
TAYLOR & FRANCIS LTD ABINGDON |
| Relação |
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION |
| Direitos |
restrictedAccess Copyright TAYLOR & FRANCIS LTD |
| Palavras-Chave | #BARTLETT CORRECTION #BIRNBAUM-SAUNDERS DISTRIBUTION #LIFETIME DATA #MAXIMUM LIKELIHOOD ESTIMATION #NONLINEAR REGRESSION #LIKELIHOOD RATIO TESTS #TEST STATISTICS #LINEAR-MODEL #INFERENCE #COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS #STATISTICS & PROBABILITY |
| Tipo |
article original article publishedVersion |
