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263833

Robust Estimation for Weibull Regression Model

Article

Last updated: 25 Dec 2024

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الإحصاء والرياضة والتأمين

Abstract

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.

DOI

10.21608/caf.2022.263833

Keywords

Weibull regression model, outliers, Robust estimation, M-estimation, MM-estimation

Authors

First Name

Mervat

Last Name

El-Gohary

MiddleName

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Affiliation

Al-Azhar University- Girls' Branch Cairo, Egypt

Email

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City

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Orcid

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First Name

Ena

Last Name

Yehia

MiddleName

-

Affiliation

Al-Azhar University- Girls' Branch Tafahna Al-Ashraf, Egypt

Email

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City

-

Orcid

-

First Name

Zeinab

Last Name

Abd El-Raoof

MiddleName

-

Affiliation

Al-Azhar University- Girls' Branch Tafahna Al-Ashraf, Egypt

Email

-

City

-

Orcid

-

Volume

42

Article Issue

3

Related Issue

36990

Issue Date

2022-09-01

Receive Date

2022-01-04

Publish Date

2022-09-01

Page Start

63

Page End

84

Print ISSN

1110-4716

Online ISSN

2682-4825

Link

https://caf.journals.ekb.eg/article_263833.html

Detail API

https://caf.journals.ekb.eg/service?article_code=263833

Order

19

Publication Type

Journal

Publication Title

التجارة والتمويل

Publication Link

https://caf.journals.ekb.eg/

MainTitle

Robust Estimation for Weibull Regression Model

Details

Type

Article

Created At

22 Jan 2023