An errors-in-variables model based on the Birnbaum–Saunders distribution and its diagnostics with an application to earthquake data

JMF Carrasco, JI Figueroa-Zuñiga, V Leiva… - … Research and Risk …, 2020 - Springer
Stochastic Environmental Research and Risk Assessment, 2020Springer
Regression modelling where explanatory variables are measured with error is a common
problem in applied sciences. However, if inappropriate analysis methods are applied, then
unreliable conclusions can be made. This work deals with estimation and diagnostic
analytics in regression modelling based on the Birnbaum–Saunders distribution using
additive measurement errors. The maximum pseudo-likelihood and regression calibration
methods are used for parameter estimation. We also carry out a residual analysis and apply …
Abstract
Regression modelling where explanatory variables are measured with error is a common problem in applied sciences. However, if inappropriate analysis methods are applied, then unreliable conclusions can be made. This work deals with estimation and diagnostic analytics in regression modelling based on the Birnbaum–Saunders distribution using additive measurement errors. The maximum pseudo-likelihood and regression calibration methods are used for parameter estimation. We also carry out a residual analysis and apply global and local diagnostic techniques in order to detect anomalous and potentially influential observations. Simulations are conducted to validate the proposed approach and to evaluate performance. A real-world data set, related to earthquakes, is used to illustrate the new approach.
Springer
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