IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v55y2011i2p1109-1117.html
   My bibliography  Save this article

Size and power properties of some tests in the Birnbaum-Saunders regression model

Author

Listed:
  • Lemonte, Artur J.
  • Ferrari, Silvia L.P.

Abstract

The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n-1/2 and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications.

Suggested Citation

  • Lemonte, Artur J. & Ferrari, Silvia L.P., 2011. "Size and power properties of some tests in the Birnbaum-Saunders regression model," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1109-1117, February.
    • Handle: RePEc:eee:csdana:v:55:y:2011:i:2:p:1109-1117
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(10)00351-8
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Lemonte, Artur J. & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P., 2007. "Improved statistical inference for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4656-4681, May.
    2. Xie, Feng-Chang & Wei, Bo-Cheng, 2007. "Diagnostics analysis for log-Birnbaum-Saunders regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4692-4706, May.
    3. Meintanis, Simos G., 2010. "Inference procedures for the Birnbaum-Saunders distribution and its generalizations," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 367-373, February.
    4. Wu, Jianrong & Wong, A. C. M., 2004. "Improved interval estimation for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 47(4), pages 809-821, November.
    5. 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.
    6. Lemonte, Artur J. & Ferrari, Silvia L.P. & Cribari-Neto, Francisco, 2010. "Improved likelihood inference in Birnbaum-Saunders regressions," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1307-1316, May.
    7. Chan, P.S. & Ng, H.K.T. & Balakrishnan, N. & Zhou, Q., 2008. "Point and interval estimation for extreme-value regression model under Type-II censoring," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 4040-4058, April.
    8. Xu, Ancha & Tang, Yincai, 2010. "Reference analysis for Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 185-192, January.
    9. Manuel Galea & Victor Leiva-Sanchez & Gilberto Paula, 2004. "Influence Diagnostics in log-Birnbaum-Saunders Regression Models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(9), pages 1049-1064.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lemonte, Artur J. & Ferrari, Silvia L.P., 2011. "Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2388-2399, July.
    2. Rafael Farias & Artur Lemonte, 2011. "Bayesian inference for the Birnbaum–Saunders nonlinear regression model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(4), pages 423-438, November.
    3. Lemonte, Artur J., 2013. "A new extended Birnbaum–Saunders regression model for lifetime modeling," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 34-50.
    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.
    5. Li, Ai-Ping & Xie, Feng-Chang, 2012. "Diagnostics for a class of survival regression models with heavy-tailed errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4204-4214.
    6. Lemonte, Artur J., 2013. "On the gradient statistic under model misspecification," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 390-398.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lemonte, Artur J., 2013. "A new extended Birnbaum–Saunders regression model for lifetime modeling," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 34-50.
    2. Wang, Bing Xing, 2012. "Generalized interval estimation for the Birnbaum–Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4320-4326.
    3. Li, Ai-Ping & Xie, Feng-Chang, 2012. "Diagnostics for a class of survival regression models with heavy-tailed errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4204-4214.
    4. Bhatti, Chad R., 2010. "The Birnbaum–Saunders autoregressive conditional duration model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2062-2078.
    5. Barros, Michelli & Paula, Gilberto A. & Leiva, Víctor, 2009. "An R implementation for generalized Birnbaum-Saunders distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1511-1528, February.
    6. 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.
    7. Lemonte, Artur J. & Cordeiro, Gauss M., 2009. "Birnbaum-Saunders nonlinear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4441-4452, October.
    8. Lemonte, Artur J. & Ferrari, Silvia L.P. & Cribari-Neto, Francisco, 2010. "Improved likelihood inference in Birnbaum-Saunders regressions," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1307-1316, May.
    9. Artur J. Lemonte & Alexandre G. Patriota, 2011. "Influence diagnostics in Birnbaum--Saunders nonlinear regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(5), pages 871-884, February.
    10. Lemonte, Artur J. & Ferrari, Silvia L.P., 2011. "Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2388-2399, July.
    11. Lucia Santana & Filidor Vilca & V�ctor Leiva, 2011. "Influence analysis in skew-Birnbaum--Saunders regression models and applications," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(8), pages 1633-1649, July.
    12. Michelli Barros & Manuel Galea & Manuel González & Víctor Leiva, 2010. "Influence diagnostics in the tobit censored response model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(3), pages 379-397, August.
    13. Filidor Vilca & Caio L. N. Azevedo & N. Balakrishnan, 2017. "Bayesian inference for sinh-normal/independent nonlinear regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(11), pages 2052-2074, August.
    14. Cordeiro, Gauss M. & Lemonte, Artur J., 2011. "The [beta]-Birnbaum-Saunders distribution: An improved distribution for fatigue life modeling," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1445-1461, March.
    15. Mahdi Teimouri, 2023. "Fast Bayesian Inference for Birnbaum-Saunders Distribution," Computational Statistics, Springer, vol. 38(2), pages 569-601, June.
    16. Vanegas, Luis Hernando & Rondón, Luz Marina & Cysneiros, Francisco José A., 2012. "Diagnostic procedures in Birnbaum–Saunders nonlinear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1662-1680.
    17. Li, Ai-Ping & Chen, Zhao-Xia & Xie, Feng-Chang, 2012. "Diagnostic analysis for heterogeneous log-Birnbaum–Saunders regression models," Statistics & Probability Letters, Elsevier, vol. 82(9), pages 1690-1698.
    18. Xu Guo & Hecheng Wu & Gaorong Li & Qiuyue Li, 2017. "Inference for the common mean of several Birnbaum–Saunders populations," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(5), pages 941-954, April.
    19. Robert G. Aykroyd & Víctor Leiva & Carolina Marchant, 2018. "Multivariate Birnbaum-Saunders Distributions: Modelling and Applications," Risks, MDPI, vol. 6(1), pages 1-25, March.
    20. Lemonte, Artur J. & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P., 2007. "Improved statistical inference for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4656-4681, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:55:y:2011:i:2:p:1109-1117. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.