Performance of Log-Beta Log-Logistic Regression Model

Mahmoud Riad Mahmoud¹, Naglaa A. Morad² and Moshera A. M. Ahmad^2,

¹Department of Mathematical Statistics, Institute of Statistical Studies and Research, Cairo University

²Department of Applied Statistics and Econometrics, Institute of Statistical Studies and Research, Cairo University

Cite this paper

Mahmoud Riad Mahmoud, Naglaa A. Morad and Moshera A. M. Ahmad. Performance of Log-Beta Log-Logistic Regression Model. American Journal of Applied Mathematics and Statistics. 2016; 4(3):74-86. doi: 10.12691/AJAMS-4-3-3

Abstract

For the log-beta log-logistic regression model, we derive the appropriate matrices for assessing the local influence on the parameter estimates under perturbation scheme. Using a set of real data, global and local influences of individual observations on the stated model are considered. Besides, for different parameter settings, sample sizes, and censoring percentages, various simulation studies are performed to the performance of the log-beta log-logistic regression model. In addition, the empirical distribution of the martingale residuals is displayed against the normal distribution for comparison. These studies suggest that the martingale residual has shaped normal form.

Keywords

likelihood displacement, local influence approach, beta log-logistic distribution, martingale residuals, sensitivity analysis

Copyright

This work is licensed under a Creative Commons Attribution 4.0 International License. To view a copy of this license, visit http://creativecommons.org/licenses/by/4.0/

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