Likelihood-based inference for the power regression model
Martínez-Flórez, Guillermo (Universidad de Córdoba. Departamento de Matemáticas y Estadística)
Bolfarine, Heleno (Universidade de São Paulo. Departamento de Estadística)
Gómez, Héctor W. (Universidad de Antofagasta (Antofagasta, Xile). Departamento de Matemáticas)

Date: 2015
Abstract: In this paper we investigate an extension of the power-normal model, called the alpha-power model and specialize it to linear and nonlinear regression models, with and without correlated errors. Maximum likelihood estimation is considered with explicit derivation of the observed and expected Fisher information matrices. Applications are considered for the Australian athletes data set and also to a data set studied in Xie et al. (2009). The main conclusion is that the proposed model can be a viable alternative in situations were the normal distribution is not the most adequate model.
Rights: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Language: Anglès
Document: article ; recerca ; publishedVersion
Subject: Correlation ; Maximum likelihood ; Power-normal distribution ; Regression
Published in: SORT : statistics and operations research transactions, Vol. 39 Núm. 2 (July-December 2015) , p. 187-208 (Articles) , ISSN 2013-8830

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 Record created 2015-12-23, last modified 2021-04-07

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