Improved likelihood inferences for Weibull regression model
A general procedure is developed for bias-correcting the maximum likelihood estimators (MLEs) of the parameters of Weibull regression model with either complete or right-censored data. Following the bias correction, variance corrections and hence improved t-ratios for model parameters are presented....
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2017
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/2080 https://ink.library.smu.edu.sg/context/soe_research/article/3080/viewcontent/ShenYang2016.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| id |
sg-smu-ink.soe_research-3080 |
|---|---|
| record_format |
dspace |
| spelling |
sg-smu-ink.soe_research-30802019-01-22T08:27:34Z Improved likelihood inferences for Weibull regression model SHEN, Yan YANG, Zhenlin A general procedure is developed for bias-correcting the maximum likelihood estimators (MLEs) of the parameters of Weibull regression model with either complete or right-censored data. Following the bias correction, variance corrections and hence improved t-ratios for model parameters are presented. Potentially improved t-ratios for other reliability-related quantities are also discussed. Simulation results show that the proposed method is effective in correcting the bias of the MLEs, and the resulted t-ratios generally improve over the regular t-ratios. 2017-05-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/2080 info:doi/10.1080/00949655.2017.1331441 https://ink.library.smu.edu.sg/context/soe_research/article/3080/viewcontent/ShenYang2016.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Bias correction variance correction bootstrap improved t-ratios stochastic expansion right censoring Econometrics |
| institution |
Singapore Management University |
| building |
SMU Libraries |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
SMU Libraries |
| collection |
InK@SMU |
| language |
English |
| topic |
Bias correction variance correction bootstrap improved t-ratios stochastic expansion right censoring Econometrics |
| spellingShingle |
Bias correction variance correction bootstrap improved t-ratios stochastic expansion right censoring Econometrics SHEN, Yan YANG, Zhenlin Improved likelihood inferences for Weibull regression model |
| description |
A general procedure is developed for bias-correcting the maximum likelihood estimators (MLEs) of the parameters of Weibull regression model with either complete or right-censored data. Following the bias correction, variance corrections and hence improved t-ratios for model parameters are presented. Potentially improved t-ratios for other reliability-related quantities are also discussed. Simulation results show that the proposed method is effective in correcting the bias of the MLEs, and the resulted t-ratios generally improve over the regular t-ratios. |
| format |
text |
| author |
SHEN, Yan YANG, Zhenlin |
| author_facet |
SHEN, Yan YANG, Zhenlin |
| author_sort |
SHEN, Yan |
| title |
Improved likelihood inferences for Weibull regression model |
| title_short |
Improved likelihood inferences for Weibull regression model |
| title_full |
Improved likelihood inferences for Weibull regression model |
| title_fullStr |
Improved likelihood inferences for Weibull regression model |
| title_full_unstemmed |
Improved likelihood inferences for Weibull regression model |
| title_sort |
improved likelihood inferences for weibull regression model |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2017 |
| url |
https://ink.library.smu.edu.sg/soe_research/2080 https://ink.library.smu.edu.sg/context/soe_research/article/3080/viewcontent/ShenYang2016.pdf |
| _version_ |
1770573682508300288 |