Two-parameter link functions, with applications to negative binomial, Weibull and quantile regression
نویسندگان
چکیده
Abstract One-parameter link functions play a fundamental role in regression via generalized linear modelling. This paper develops the general theory for two -parameter links very large class of vector models by using total derivatives applied to composite log-likelihood within Fisher scoring/iteratively reweighted least squares algorithm. We solve four-decade old problem with an interesting history as our first example: canonical negative binomial regression. The remaining examples are fitting Weibull both mean and quantile directly compared GAMLSS, performing based on Gaussian distribution. Numerical real simulated data given. methods described here implemented packages, available CRAN. Supplementary materials this article online.
منابع مشابه
The Weibull Negative Binomial Distribution
We propose the Weibull negative binomial distribution that is a quite flexible model to analyze positive data, and includes as special submodels the Weibull, Weibull Poisson and Weibull geometric distributions. Some of its structural properties follow from the fact that its density function can be expressed as a mixture of Weibull densities. We provide explicit expressions for moments, generati...
متن کاملAnalysis of U.S. freight-train derailment severity using zero-truncated negative binomial regression and quantile regression.
Derailments are the most common type of freight-train accidents in the United States. Derailments cause damage to infrastructure and rolling stock, disrupt services, and may cause casualties and harm the environment. Accordingly, derailment analysis and prevention has long been a high priority in the rail industry and government. Despite the low probability of a train derailment, the potential ...
متن کاملEstimation of Count Data using Bivariate Negative Binomial Regression Models
Abstract Negative binomial regression model (NBR) is a popular approach for modeling overdispersed count data with covariates. Several parameterizations have been performed for NBR, and the two well-known models, negative binomial-1 regression model (NBR-1) and negative binomial-2 regression model (NBR-2), have been applied. Another parameterization of NBR is negative binomial-P regression mode...
متن کاملOn Two-parameter Dynamical Systems and Applications
In this note some useful properties of strongly continuous two-parameter semigroups of operators are studied, an exponential formula for two-parameter semigroups of operators on Banach spaces is obtained and some applied examples of two-parameter dynamical systems are discussed
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational Statistics
سال: 2022
ISSN: ['0943-4062', '1613-9658']
DOI: https://doi.org/10.1007/s00180-022-01279-4