Robust estimation for weibull regression model
Joint Authors
Abd al-Rauf, Zainab M.
al-Jawhari, Mirvat M.
Yahya, Inas G.
Source
Scientific Journal for Commerce and Finance
Issue
Vol. 42, Issue 3 (30 Sep. 2022), pp.63-84, 22 p.
Publisher
Tanta University Faculty of Commerce
Publication Date
2022-09-30
Country of Publication
Egypt
No. of Pages
22
Main Subjects
Topics
Abstract EN
Weibull regression model is one of the most prevalently used parametric regression models.
estimation of the parameters of this model is affected by the presence of outliers.
outliers may be caused by actual rare events or by measurement, coding, or data entry errors, which cause a serious problem in parameter estimation.
therefore, robust estimation methods are used to overcome this problem since they are insensitive to perturbations.
this paper discusses the efficiency of using two robust estimation methods, the M-estimation method and the MM-estimation method for estimating the parameters of Weibull regression model.
also, a Monte Carlo simulation study was conducted to compare the performance of robust M-estimation and MM-estimation methods with the maximum likelihood method for estimating the parameters of Weibull regression model in the presence of outliers.
the simulation results showed that the robust MM-estimation method gives better performance than the maximum likelihood method and the m-estimation method.
American Psychological Association (APA)
Abd al-Rauf, Zainab M.& al-Jawhari, Mirvat M.& Yahya, Inas G.. 2022. Robust estimation for weibull regression model. Scientific Journal for Commerce and Finance،Vol. 42, no. 3, pp.63-84.
https://search.emarefa.net/detail/BIM-1425659
Modern Language Association (MLA)
Abd al-Rauf, Zainab M.…[et al.]. Robust estimation for weibull regression model. Scientific Journal for Commerce and Finance Vol. 42, no. 3 (Sep. 2022), pp.63-84.
https://search.emarefa.net/detail/BIM-1425659
American Medical Association (AMA)
Abd al-Rauf, Zainab M.& al-Jawhari, Mirvat M.& Yahya, Inas G.. Robust estimation for weibull regression model. Scientific Journal for Commerce and Finance. 2022. Vol. 42, no. 3, pp.63-84.
https://search.emarefa.net/detail/BIM-1425659
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references: p. 82-84
Record ID
BIM-1425659