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| Titel: |
Maximum likelihood estimation in a Weibull regression model with type-1 censoring: a Monte Carlo study |
| Auteur: |
Elperin, T. Gertsbakh, I. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 16 (1987) nr. 2 pagina's 349-371 |
| Jaar: |
1987 |
| Inhoud: |
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. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 10 van 14 gevonden artikelen
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