Weibull regression for lifetimes measured with error
Weibull regression for lifetimes measured with error
Models are considered in which true lifetimes are generated by a Weibull regression model and measured lifetimes are determined from the true times by certain measurement error models. Adjusted estimators are obtained under one parametric specification. The bias properties of these estimators and standard estimators are compared both theoretically, using small measurement error asymptotics, and by simulation. The standard estimators of regression coefficients, other than the intercept, are bias-robust. The adjusted estimator of the shape parameter removes the bias of the standard estimator.
23-37
Skinner, C.J.
48081d82-c596-436e-8846-c9d0a1bf158d
Humphreys, K.
cd83c923-8b4e-46cb-87c2-b5d0510bd3e9
March 1999
Skinner, C.J.
48081d82-c596-436e-8846-c9d0a1bf158d
Humphreys, K.
cd83c923-8b4e-46cb-87c2-b5d0510bd3e9
Skinner, C.J. and Humphreys, K.
(1999)
Weibull regression for lifetimes measured with error.
Lifetime Data Analysis, 5 (1), .
(doi:10.1023/A:1009674915476).
Abstract
Models are considered in which true lifetimes are generated by a Weibull regression model and measured lifetimes are determined from the true times by certain measurement error models. Adjusted estimators are obtained under one parametric specification. The bias properties of these estimators and standard estimators are compared both theoretically, using small measurement error asymptotics, and by simulation. The standard estimators of regression coefficients, other than the intercept, are bias-robust. The adjusted estimator of the shape parameter removes the bias of the standard estimator.
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Published date: March 1999
Identifiers
Local EPrints ID: 34680
URI: http://eprints.soton.ac.uk/id/eprint/34680
ISSN: 1380-7870
PURE UUID: 76efbf39-7085-4690-854c-7446d8dd2936
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Date deposited: 25 Jan 2008
Last modified: 15 Mar 2024 07:48
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Author:
C.J. Skinner
Author:
K. Humphreys
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