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A log-extended Weibull regression model

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  • Silva, Giovana O.
  • Ortega, Edwin M.M.
  • Cordeiro, Gauss M.

Abstract

A bathtub-shaped failure rate function is very useful in survival analysis and reliability studies. The well-known lifetime distributions do not have this property. For the first time, we propose a location-scale regression model based on the logarithm of an extended Weibull distribution which has the ability to deal with bathtub-shaped failure rate functions. We use the method of maximum likelihood to estimate the model parameters and some inferential procedures are presented. We reanalyze a real data set under the new model and the log-modified Weibull regression model. We perform a model check based on martingale-type residuals and generated envelopes and the statistics AIC and BIC to select appropriate models.

Suggested Citation

  • Silva, Giovana O. & Ortega, Edwin M.M. & Cordeiro, Gauss M., 2009. "A log-extended Weibull regression model," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4482-4489, October.
    • Handle: RePEc:eee:csdana:v:53:y:2009:i:12:p:4482-4489
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    References listed on IDEAS

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    1. Nadarajah, Saralees, 2005. "On the moments of the modified Weibull distribution," Reliability Engineering and System Safety, Elsevier, vol. 90(1), pages 114-117.
    2. Leiva, Victor & Barros, Michelli & Paula, Gilberto A. & Galea, Manuel, 2007. "Influence diagnostics in log-Birnbaum-Saunders regression models with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5694-5707, August.
    3. Carrasco, Jalmar M.F. & Ortega, Edwin M.M. & Paula, Gilberto A., 2008. "Log-modified Weibull regression models with censored data: Sensitivity and residual analysis," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 4021-4039, April.
    4. Chen, Zhenmin, 2000. "A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function," Statistics & Probability Letters, Elsevier, vol. 49(2), pages 155-161, August.
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    Cited by:

    1. Danúbia R. Cunha & Jose Angelo Divino & Helton Saulo, 2022. "On a log-symmetric quantile tobit model applied to female labor supply data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 49(16), pages 4225-4253, December.
    2. Oseghale O. I. & Akomolafe A. A. & Gayawan E., 2022. "Exponentiated Cubic Transmuted Weibull Distribution: Properties and Application," Academic Journal of Applied Mathematical Sciences, Academic Research Publishing Group, vol. 8(1), pages 1-11, 12-2021.
    3. Freddy Hernández & Viviana Giampaoli, 2018. "The Impact of Misspecified Random Effect Distribution in a Weibull Regression Mixed Model," Stats, MDPI, vol. 1(1), pages 1-29, May.
    4. Ortega, Edwin M.M. & Cordeiro, Gauss M. & Lemonte, Artur J., 2012. "A log-linear regression model for the β-Birnbaum–Saunders distribution with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 698-718.

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