𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the sensitivity of the overdispersion test in a Weibull model

✍ Scribed by Chris D Orme

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
87 KB
Volume
46
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis

This paper examines the O(n -1=2 ) sampling behaviour of the overdispersion test statistic in a Weibull hazard regression model, under the assumption of locally omitted covariates and in the absence of censoring. Although the O(1) sampling distribution is insensitive to this misspeciΓΏcation, by reΓΏning the approximation to O(n -1=2 ) it is shown how the non-centrality parameter of the O(1) asymptotic distribution of the precise score test (i.e., the variance of the omitted term) directly in uences the power of the overdispersion test.

πŸ“œ SIMILAR VOLUMES

Exploiting a matrix identity in the comp
Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model
✍ Peter G. Moffatt πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 255 KB

The efficient score test for overdispersion in the Poisson regression model is derived explicitly, and it is shown that by virtue of a particular matrix identity, the test has a surprisingly simple form provided the Poisson regression contains an intercept. It is also pointed out that the test is in

Inference on a future reliability parame
Inference on a future reliability parameter with the weibull process model
✍ Grady Miller πŸ“‚ Article πŸ“… 1984 πŸ› John Wiley and Sons 🌐 English βš– 290 KB

An inferential procedure is presented which provides confidence intervals for a future reliability parameter when reliability growth testing is only partially completed. Hypoth- esis tests based on this method are uniformly most powerful unbiased. These results are applicable if (1) the system failu