Size and power properties of some tests in the Birnbaum-Saunders regression model

Abstract

The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order $n^{-1/2}$ and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present an empirical application.

Paper submitted for publication, with 13 pages and 1 figure

References in corpus (3)

• The local power of the gradient test
• Improved Likelihood Inference in Birnbaum-Saunders Regressions
• Small-sample corrections for score tests in Birnbaum-Saunders regressions

Cited by in corpus (4)

• Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples
• A log-Birnbaum-Saunders Regression Model with Asymmetric Errors
• Birnbaum-Saunders Distribution: A Review of Models, Analysis and Applications
• Local power of the LR, Wald, score and gradient tests in dispersion models