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The exponentiated power exponential semiparametric regression model
Communications in Statistics - Simulation and Computation ( IF 0.9 ) Pub Date : 2020-07-06
Fábio Prataviera, Edwin M. M. Ortega, Gauss M. Cordeiro, Vicente G. Cancho

We propose a new semiparametric regression model with exponentiated power exponential errors using the B-spline basis for nonlinear effects. We adopt the framework of the generalized additive models for location, scale, and shape to fit this regression model. We obtain the maximum penalized likelihood estimates of the model parameters by considering nonlinear effects. Some global-influence measurements and quantile residuals are also investigated. Various Monte Carlo simulations are performed for inference purposes under different parameter settings, systematic components and sample sizes. The proposals are illustrated by two applications to real data.



中文翻译:

指数幂指数半参数回归模型

我们提出了一种新的半参数回归模型,该模型使用B样条为非线性影响提供了幂幂指数误差。我们采用位置,比例和形状的通用加性模型的框架来适应此回归模型。通过考虑非线性效应,我们获得了模型参数的最大惩罚似然估计。还研究了一些全局影响度量和分位数残差。为了在不同参数设置,系统组件和样本大小下进行推断,执行了各种蒙特卡洛模拟。通过对真实数据的两个应用来说明这些建议。

更新日期:2020-07-06
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