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Maximum likelihood estimation in a Weibull regression model with type-1 censoring: a Monte Carlo study

 

作者: T Elperin,   I Gertsbakh,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1987)
卷期: Volume 16, issue 2  

页码: 349-371

 

ISSN:0361-0918

 

年代: 1987

 

DOI:10.1080/03610918708812595

 

出版商: Marcel Dekker, Inc.

 

关键词: Parametric Regression;Point and Confidence Estimation;Normal Large-Sample Approximation

 

数据来源: Taylor

 

摘要:

Results of the Monte Carlo study of the performance of a maximum likelihood estimation in a Weibull parametric regression model with two explanatory variables are presented. One simulation run contained 1000 samples censored on the average by the amount of 0-30%. Each simulatedsample was generated in a form of two-factor two-level balanced experiment. The confidence intervals were computed using the large-sample normal approximation via the matrix of observed information. For small sample sizes the estimates of the scale parameter b of the loglifetime were significantly negatively biased, which resulted in a poor quality of confidence intervals for b and the low-level quantiles. All estimators improved their quality when the nominal value of b decreased. A moderate amount of censoring improved the quality of point and confidence estimation. The reparametrization b 7 produced rather accurate confidence intervals. Exact confidence intervals for b in case of non-censoring were obtained using the pivotal quantity b/b.

 

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