Abstract

We propose and study a new log-gamma Weibull regression model. We obtain explicit expressions for the raw and incomplete moments, quantile and generating functions and mean deviations of the log-gamma Weibull distribution. We demonstrate that the new regression model can be applied to censored data since it represents a parametric family of models which includes as sub-models several widely-known regression models and therefore can be used more effectively in the analysis of survival data. We obtain the maximum likelihood estimates of the model parameters by considering censored data and evaluate local influence on the estimates of the parameters by taking different perturbation schemes. Some global-influence measurements are also investigated. Further, for different parameter settings, sample sizes and censoring percentages, various simulations are performed. In addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We demonstrate that our extended regression model is very useful to the analysis of real data and may give more realistic fits than other special regression models.

Highlights

  • The CAPES (Coordenacao de Aperfeicoamento de Pessoal de Nıvel Superior) is responsible for assessing every three years, postgraduate courses in the country with the goal of keeping the courses with a level of excellence and contribute to the training of researchers (Horta and Moraes, 2005) in Brazil

  • We demonstrate that the new regression model can be applied to censored data since it represents a parametric family of models which includes as sub-models several widely-known regression models and can be used more effectively in the analysis of survival data

  • The empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data

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Summary

Introduction

The CAPES (Coordenacao de Aperfeicoamento de Pessoal de Nıvel Superior) is responsible for assessing every three years, postgraduate courses in the country with the goal of keeping the courses with a level of excellence and contribute to the training of researchers (Horta and Moraes, 2005) in Brazil. One way to study the effect of these explanatory variables (gender and age of the students) on the completion time is through a location-scale regression model, known as a model of accelerated lifetime These models consider that the response variable belongs to a family of distributions characterized by a parameter location and scale parameter. Using the same approach adopted in this work, a distribution obtained from a generated gamma family will be expressed in the form of models belonging to the location-scale models In this way, we can study the influence of explanatory variables on the completion time of doctoral students.

The Log-gamma-Weibull Distribution
Mathematical Properties
Moments
Mean Deviations
Generating Function
Characterizations of LGW Distribution
The Log-gamma Weibull Regression Model with Censored Data
Bootstrap Re-sampling Method
Sensitivity Analysis
Global Influence
Local Influence
Residual Analysis
Simulation Study
Application
Concluding Remarks
LGLL model

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