TY - JOUR
T1 - [Invited tutorial] Birnbaum–Saunders regression models
T2 - a comparative evaluation of three approaches
AU - Dasilva, Alan
AU - Dias, Renata
AU - LEIVA SANCHEZ, VICTOR ELISEO
AU - Marchant, Carolina
AU - Saulo, Helton
N1 - Publisher Copyright:
© 2020 Informa UK Limited, trading as Taylor & Francis Group.
Copyright:
Copyright 2020 Elsevier B.V., All rights reserved.
PY - 2020/9/21
Y1 - 2020/9/21
N2 - 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.
AB - 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.
KW - Birnbaum–Saunders distributions
KW - maximum likelihood estimators
KW - Monte Carlo method
KW - R software
KW - residuals
UR - http://www.scopus.com/inward/record.url?scp=85087776075&partnerID=8YFLogxK
U2 - 10.1080/00949655.2020.1782912
DO - 10.1080/00949655.2020.1782912
M3 - Article
AN - SCOPUS:85087776075
VL - 90
SP - 2552
EP - 2570
JO - Journal of Statistical Computation and Simulation
JF - Journal of Statistical Computation and Simulation
SN - 0094-9655
IS - 14
ER -