Confidence Intervals for Parallel Systems with Covariates
Exact confidence intervals for regression models with censored data are often not tractable, and hence approximate intervals are derived. The most common method of obtaining these approximate intervals is based on the asymptotic normal distribution of the maximum likelihood estimator. These interva...
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| Format: | Article |
| Language: | English English |
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Universiti Putra Malaysia Press
1997
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| Online Access: | http://psasir.upm.edu.my/id/eprint/3311/ http://psasir.upm.edu.my/id/eprint/3311/1/Confidence_Intervals_for_Parallel_Systems_with_Covariates.pdf |
| _version_ | 1848839494809157632 |
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| author | Baklizi, Ayman Daud, Isa Ibrahim, Noor Akma |
| author_facet | Baklizi, Ayman Daud, Isa Ibrahim, Noor Akma |
| author_sort | Baklizi, Ayman |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | Exact confidence intervals for regression models with censored data are often not tractable, and hence approximate intervals are derived. The most common
method of obtaining these approximate intervals is based on the asymptotic normal distribution of the maximum likelihood estimator. These intervals are
easy to compute and they are used in most computer statistical packages. However, these intervals have some limitations. When the sample size is small
or even moderate they tend to be anticonservative and have asymmetric upper and lower tail probabilities. An alternative method based on the asymptotics of
the maximum likelihood estimator is to construct intervals from the inverted likelihood ratio tests. The performance of these intervals is investigated for the regression models based on parallel systems with covariates, and with randomly right censored data for finite samples. The simulation results show that the intervals based on the inverted likelihood ratio test have better performance.
They have coverage probability that is close to the nominal one, and have nearly symmetric upper and lowel tail probabilities. |
| first_indexed | 2025-11-15T07:12:21Z |
| format | Article |
| id | upm-3311 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T07:12:21Z |
| publishDate | 1997 |
| publisher | Universiti Putra Malaysia Press |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-33112013-05-27T07:07:11Z http://psasir.upm.edu.my/id/eprint/3311/ Confidence Intervals for Parallel Systems with Covariates Baklizi, Ayman Daud, Isa Ibrahim, Noor Akma Exact confidence intervals for regression models with censored data are often not tractable, and hence approximate intervals are derived. The most common method of obtaining these approximate intervals is based on the asymptotic normal distribution of the maximum likelihood estimator. These intervals are easy to compute and they are used in most computer statistical packages. However, these intervals have some limitations. When the sample size is small or even moderate they tend to be anticonservative and have asymmetric upper and lower tail probabilities. An alternative method based on the asymptotics of the maximum likelihood estimator is to construct intervals from the inverted likelihood ratio tests. The performance of these intervals is investigated for the regression models based on parallel systems with covariates, and with randomly right censored data for finite samples. The simulation results show that the intervals based on the inverted likelihood ratio test have better performance. They have coverage probability that is close to the nominal one, and have nearly symmetric upper and lowel tail probabilities. Universiti Putra Malaysia Press 1997 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/3311/1/Confidence_Intervals_for_Parallel_Systems_with_Covariates.pdf Baklizi, Ayman and Daud, Isa and Ibrahim, Noor Akma (1997) Confidence Intervals for Parallel Systems with Covariates. Pertanika Journal of Science & Technology, 5 (1). pp. 77-84. ISSN 0128-7680 English |
| spellingShingle | Baklizi, Ayman Daud, Isa Ibrahim, Noor Akma Confidence Intervals for Parallel Systems with Covariates |
| title | Confidence Intervals for Parallel Systems with Covariates |
| title_full | Confidence Intervals for Parallel Systems with Covariates |
| title_fullStr | Confidence Intervals for Parallel Systems with Covariates |
| title_full_unstemmed | Confidence Intervals for Parallel Systems with Covariates |
| title_short | Confidence Intervals for Parallel Systems with Covariates |
| title_sort | confidence intervals for parallel systems with covariates |
| url | http://psasir.upm.edu.my/id/eprint/3311/ http://psasir.upm.edu.my/id/eprint/3311/1/Confidence_Intervals_for_Parallel_Systems_with_Covariates.pdf |