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A Bayesian semiparametric regression model for reliability data using effective age

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  • Li, Li
  • Hanson, Timothy E.

Abstract

A new regression model for recurrent events from repairable systems is proposed. The effectiveness of each repair in Kijima models I and II is regressed on repair-specific covariates. By modeling effective age in a flexible way, the model allows a spectrum of heterogeneous repairs besides “good as new” and “good as old” repairs. The density for the baseline hazard is modeled nonparametrically with a tailfree process prior which is centered at Weibull and yet allows substantial data-driven deviations from the centering family. Linearity in the predictors is relaxed using a B-spline transformation. The method is illustrated using simulations as well as two real data analyses.

Suggested Citation

  • Li, Li & Hanson, Timothy E., 2014. "A Bayesian semiparametric regression model for reliability data using effective age," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 177-188.
    • Handle: RePEc:eee:csdana:v:73:y:2014:i:c:p:177-188
    DOI: 10.1016/j.csda.2013.11.015
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    References listed on IDEAS

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    1. Veber, B. & Nagode, M. & Fajdiga, M., 2008. "Generalized renewal process for repairable systems based on finite Weibull mixture," Reliability Engineering and System Safety, Elsevier, vol. 93(10), pages 1461-1472.
    2. A. Jara & T. E. Hanson, 2011. "A class of mixtures of dependent tail-free processes," Biometrika, Biometrika Trust, vol. 98(3), pages 553-566.
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    4. Hanson, Timothy E., 2006. "Inference for Mixtures of Finite Polya Tree Models," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1548-1565, December.
    5. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
    6. Timothy Hanson & Mingan Yang, 2007. "Bayesian Semiparametric Proportional Odds Models," Biometrics, The International Biometric Society, vol. 63(1), pages 88-95, March.
    7. Ishwaran, Hemant & James, Lancelot F., 2004. "Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes: Proportional Hazards, Marked Point Processes, and Panel Count Data," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 175-190, January.
    8. repec:dau:papers:123456789/1906 is not listed on IDEAS
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    Cited by:

    1. Brenière, Léa & Doyen, Laurent & Bérenguer, Christophe, 2020. "Virtual age models with time-dependent covariates: A framework for simulation, parametric inference and quality of estimation," Reliability Engineering and System Safety, Elsevier, vol. 203(C).
    2. Doyen, L., 2014. "Semi-parametric estimation of Brown–Proschan preventive maintenance effects and intrinsic wear-out," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 206-222.
    3. Beutner, Eric, 2023. "A review of effective age models and associated non- and semiparametric methods," Econometrics and Statistics, Elsevier, vol. 28(C), pages 105-119.
    4. Zantek, Paul F. & Hanson, Timothy & Damien, Paul & Popova, Elmira, 2015. "A decision dependent stochastic process model for repairable systems with applications," Operations Research Perspectives, Elsevier, vol. 2(C), pages 73-80.

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