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Author |
Leao, J.; Leiva, V.; Saulo, H.; Tomazella, V. |
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Title |
Birnbaum-Saunders frailty regression models: Diagnostics and application to medical data |
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Year |
2017 |
Publication |
Biometrical Journal |
Abbreviated Journal |
Biom. J. |
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Volume |
59 |
Issue |
2 |
Pages |
291-314 |
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Keywords |
Birnbaum-Saunders distribution; Censored data; Global and local influence; Maximum-likelihood method; Residual analysis |
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Abstract |
In survival models, some covariates affecting the lifetime could not be observed or measured. These covariates may correspond to environmental or genetic factors and be considered as a random effect related to a frailty of the individuals explaining their survival times. We propose a methodology based on a Birnbaum-Saunders frailty regression model, which can be applied to censored or uncensored data. Maximum-likelihood methods are used to estimate the model parameters and to derive local influence techniques. Diagnostic tools are important in regression to detect anomalies, as departures from error assumptions and presence of outliers and influential cases. Normal curvatures for local influence under different perturbations are computed and two types of residuals are introduced. Two examples with uncensored and censored real-world data illustrate the proposed methodology. Comparison with classical frailty models is carried out in these examples, which shows the superiority of the proposed model. |
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Address |
[Leao, Jeremias] Univ Fed Amazonas, Dept Stat, Manaus, Amazonas, Brazil, Email: victorleivasanchez@gmail.com |
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Publisher |
Wiley |
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Language |
English |
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Edition |
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ISSN |
0323-3847 |
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Notes |
WOS:000396452500006 |
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Call Number |
UAI @ eduardo.moreno @ |
Serial |
707 |
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Author |
Marchant, C.; Leiva, V.; Cysneiros, F.J.A.; Vivanco, J.F. |
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Title |
Diagnostics in multivariate generalized Birnbaum-Saunders regression models |
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Year |
2016 |
Publication |
Journal Of Applied Statistics |
Abbreviated Journal |
J. Appl. Stat. |
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Volume |
43 |
Issue |
15 |
Pages |
2829-2849 |
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Keywords |
Birnbaum-Saunders distributions; global and local influence; goodness-of-fit; multivariate data analysis; R software |
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Abstract |
Birnbaum-Saunders (BS) models are receiving considerable attention in the literature. Multivariate regression models are a useful tool of the multivariate analysis, which takes into account the correlation between variables. Diagnostic analysis is an important aspect to be considered in the statistical modeling. In this paper, we formulate multivariate generalized BS regression models and carry out a diagnostic analysis for these models. We consider the Mahalanobis distance as a global influence measure to detect multivariate outliers and use it for evaluating the adequacy of the distributional assumption. We also consider the local influence approach and study how a perturbation may impact on the estimation of model parameters. We implement the obtained results in the R software, which are illustrated with real-world multivariate data to show their potential applications. |
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Address |
[Marchant, Carolina; Cysneiros, Francisco Jose A.] Univ Fed Pernambuco, Dept Stat, Recife, PE, Brazil, Email: victorleivasanchez@gmail.com |
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Publisher |
Taylor & Francis Ltd |
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Language |
English |
Summary Language |
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Original Title |
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Edition |
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ISSN |
0266-4763 |
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Notes |
WOS:000384263000009 |
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Call Number |
UAI @ eduardo.moreno @ |
Serial |
662 |
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