Published

2014-01-01

Asymmetric Regression Models Bernoulli/Log Proportional-Hazard Distribution

Modelos de regresión asimétrico Bernoulli/distribución Log Hazard proporcional

Keywords:

Censoring, Fisher information matrix, Maximum likelihood estimators, Proportional hazard. (en)
censura, estimadores de máxima verosimilitud, hazard proporcional, matriz de información de Fisher (es)

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Authors

  • Guillermo Martínez-Flórez Universidad de Córdoba
  • Carlos Barrera Instituto Tecnológico Metropolitano

In this paper we introduce a kind of asymmetric distribution for nonnegative data called log-proportional hazard distribution (LPHF). This new distribution is used to study an asymmetrical regression model for data with limited responses (censored) through the mixture of a Bernoulli distribution with logit link and the LPHF distribution. Properties of the LPHF distribution are studied, maximum likelihood parameter estimation and information matrices are addressed. An illustration with real data shows that the model is a new alternative for studies with positive data censored. 

En este artículo se introduce una forma de distribución asimétrica para datos no-negativos llamada distribución log hazard proporcional (LPHF). Esta nueva distribución es usada para estudiar un modelo de regresión asimétrico para datos con respuestas limitadas (censuradas) a través de mezclas de una distribución Bernoulli con función link logit y la distribución LPHF. Propiedades de la distribución LPHF son estudiadas, se abordan las estimaciones de máxima verosimilitud de los parámetros y las matrices de información. Se presenta una ilustración con datos reales, donde se muestra que el modelo propuesto es una nueva alternativa para estudios con datos positivos censurados.

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