Journal
JOURNAL OF APPLIED STATISTICS
Volume 45, Issue 3, Pages 384-408Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/02664763.2016.1277192
Keywords
Exponentiated Weibull distribution; lifetime data; location-scale regression model; log-Weibull regression model; 62F10; 62J05; 62J20
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Funding
- Conselho Nacional de Desenvolvimento Cientifico e Tecnologico (CNPq) (Brazil)
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We introduce a new class of heteroscedastic log-exponentiated Weibull (LEW) regression models. The class of regression models can be applied to censored data and be used more effectively in survival analysis. Maximum likelihood estimation of the model parameters with censored data as well as influence diagnostics for the new regression model is investigated. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the heteroscedastic LEW regression model. The normal curvatures for studying local influence are derived under various perturbation schemes. An empirical application to a real data set is provided to illustrate the usefulness of the new class of heteroscedastic regression models.
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