23º SINAPE - Simpósio Nacional de Probabilidade e Estatística

Dados do Trabalho


Título

ZERO-ADJUSTED BIRNBAUM-SAUNDERS REGRESSION MODEL

Resumo

In this paper we introduce the zero-adjusted Birnbaum-Saunders regression model. This new model generalizes at least seven Birnbaum-Saunders regression models. The idea of this modeling is mixing a degenerate distribution at zero with a Birnbaum-Saunders distribution. Besides the capacity to account for excess zeros, the zero-adjusted Birnbaum-Saunders distribution additionally produces an attractive modeling structure to right-skewed data. In this model, the mean and precision parameter of the Birnbaum-Saunders distribution and the probability of zeros can be related to linear and/or non-linear predictors through link functions. We derive a type of residual to perform diagnostic analysis and a perturbation scheme for identifying those observations
that exert unusual influence on the estimation process. Finally, two applications to real data show the potential of the model.

Palavras-chave

Birnbaum-Saunders distribution; Nonlinear Regression Models; Reparameterization; Zero-adjusted.

Área

Modelos de Regressão

Autores

Vera Tomazella, Juvêncio S. Nobre, Gustavo H.A. Pereira, Manoel Santos-Neto