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Fonseca, Rodney Vasconcelos; Nobre, Juvêncio Santos; Farias, Rafael Bráz Azevedo

Comparative inference and diagnostic in a reparametrized Birnbaum-Saunders regression model. (English) Zbl 1449.62059

Chil. J. Stat. 7, No. 1, 17-30 (2016).
Summary: The Birnbaum-Saunders distribution has received great attention in recent years, providing many useful techniques for analysis of positive response variables in several works. A regression model in a similar framework of a generalized linear models was proposed using a new parametrization of the Birnbaum-Saunders distribution. The purpose of this paper is to develop a Bayesian approach for this recent regression model. In addition, Bayesian influence diagnostic procedures will be discussed and compared with classical alternatives using Monte Carlo methods. Both approaches have similar results, but we propose a way to improve the Bayesian method.

Cited in 1 Document

MSC:

62F15 Bayesian inference
62J12 Generalized linear models (logistic models)
62J20 Diagnostics, and linear inference and regression
62N05 Reliability and life testing

Keywords:

Birnbaum-Saunders distribution; Bayesian inference; Bayesian influence diagnostic

Software:

OpenBUGS; R; CODA
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Full Text: Link

References:

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