Abstract

In this paper a methodology for monitoring the slope of the linear specification for the Weibull regression model (WRM) scale parameter is presented. It is assumed that the common shape parameter γ of the model is known and a right-censoring mechanism is operating. The monitoring is completely possible by designing a specific likelihood ratio based cumulative sum (CUSUM) chart for the Weibull-distributed response. It was found out that the performance of the resulting control schemes depends on the known value of the shape parameter of the basic model, the dataset dimension, the theoretical censoring rate, the desired shift to be detected and the fixed covariate pattern. Although the monitoring is focused on detecting decreases in the slope that lead to unwanted decreases in the mean response, it is also possible to use these charts for detecting increases in the slope or shifts (increases or decreases) in the intercept of the model as well. Chart performance was compared with that of an adapted version of the multivariate exponentially weighted moving average (MEWMA) method. It was found out that the proposed schemes outperform the MEWMA chart in most of the studied cases.

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