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Influence Diagnostics in log-Birnbaum-Saunders Regression Models

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In this paper we present various diagnostic methods for a linear regression model under a logarithmic Birnbaum-Saunders distribution for the errors, which may be applied for accelerated life testing or to compare the median lives of several populations. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are derived, analysed and discussed. We also present a connection between the local influence and generalized leverage methods. A discussion of the computation of the likelihood displacement as well as the normal curvature in the local influence method are presented. Finally, an example with real data is given for illustration.
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Keywords: Birnbaum- Saunders distribution; fatigue life; generalized leverage; influence diagnostic; life distributions; local influence; log-linear models; maximum likelihood estimator; sinh-normal distribution

Document Type: Research Article

Affiliations: 1: Departamento de Estadística, Universidad de Valparaíso, Chile 2: Departamento de Estadística y Cálculo, Universidad Autónoma Agraria Antonio Narro, México 3: Departamento de Estatística, Universidade de São Paulo, Brasil

Publication date: November 1, 2004

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