Bootstrap confidence intervals for the mode of the hazard function

In many applications of lifetime data analysis, it is important to perform inferences about the mode of the hazard function in situations of lifetime data modeling with unimodal hazard functions. For lifetime distributions where the mode of the hazard function can be analytically calculated, its maximum likelihood estimator is easily obtained from the invariance properties of the maximum likelihood estimators. From the asymptotical normality of the maximum likelihood estimators, confidence intervals can be obtained. However, these results might not be very accurate for small sample sizes and/or large proportion of censored observations. Considering the log-logistic distribution for the lifetime data with shape parameter beta>1, we present and compare the accuracy of asymptotical confidence intervals with two confidence intervals based on bootstrap simulation. The alternative methodology of confidence intervals for the mode of the log-logistic hazard function are illustrated in three numerical examples.     

M-estimator with asymmetric influence function for estimating the Burr type III parameters with outliers

The Burr type III distribution allows for a wider region for the skewness and kurtosis plane, which covers several distributions including the log-logistic, and the Weibull and Burr type XII distributions. However, outliers may occur in the data set. The robust regression method such as an M-estimator with symmetric influence function has been successfully used to diminish the effect of outliers on statistical inference. However, when the data distribution is asymmetric, these methods yield biased estimators. We present an M-estimator with asymmetric influence function (AM-estimator) based on the quantile function of the Burr type III distribution to estimate the parameters for complete data with outliers. The simulation results show that the M-estimator with asymmetric influence function generally outperforms the maximum likelihood and traditional M-estimator methods in terms of the bias and root mean square errors. One real example is used to demonstrate the performance of our proposed method.     

A time/structure based software reliability model

The past 20 years have seen the formulation of numerous analytical software reliability models for estimating the reliability growth of a software product. The predictions obtained by applying these models tend to be optimistic due to the inaccuracies in the operational profile, and saturation effect of testing. Incorporating knowledge gained about some structural attribute of the code, such as test coverage, into the time-domain models can help alleviate this optimistic trend. In this paper we present an enhanced non-homogeneous Poisson process (ENHPP) model which incorporates explicitly the time-varying test-coverage function in its analytical formulation, and provides for defective fault detection and test coverage during the testing and operational phases. It also allows for a time varying fault detection rate. The ENHPP model offers a unifying framework for all the previously reported finite failure NHPP models via test coverage. We also propose the log-logistic coverage function which can capture an increasing/decreasing failure detection rate per fault, which cannot be accounted for by the previously reported finite failure NHPP models. We present a methodology based on the ENHPP model for reliability prediction earlier in the testing phase. Expressions for predictions in the operational phase of the software, software availability, and optimal software release times subject to various constraints such as cost, reliability, and availability are developed based on the ENHPP model. We also validate the ENHPP model based on four different coverage functions using five failure data sets. This revised version was published online in June 2006 with corrections to the Cover Date.     

基于拟似然估计方法的软件失效预测模型

软件缺陷预测是软件可靠性研究的一个重要方向。由于影响软件失效的因素有很多,相互之间关联关系复杂,在分析建模中常用联合分布函数来描述,而实际应用中难以确定,直接影响软件失效预测。基于拟似然估计提出一种软件失效预测方法,通过主成分分析筛选影响软件失效的主要影响因素,建立多因素软件失效预测模型,利用这些影响因素的数字特征(均值函数和方差函数)以及采用拟似然估计方法估计出模型参数,进而对软件失效进行预测分析。基于两个真实数据集Eclipse JDT和Eclipse PDE,与经典Logistic回归和Probit回归预测模型进行实验对比分析,结果表明采用拟似然估计对软件缺陷预测具有可行性,且预测精度均优于这两种经典回归预测模型。     

Log-modified Weibull regression models with censored data: Sensitivity and residual analysis

This paper proposes a regression model considering the modified Weibull distribution. This distribution can be used to model bathtub-shaped failure rate functions. Assuming censored data, we consider maximum likelihood and Jackknife estimators for the parameters of the model. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and we also present some ways to perform global influence. Besides, for different parameter settings, sample sizes and censoring percentages, various simulations are performed and the empirical distribution of the modified deviance residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for a martingale-type residual in log-modified Weibull regression models with censored data. Finally, we analyze a real data set under log-modified Weibull regression models. A diagnostic analysis and a model checking based on the modified deviance residual are performed to select appropriate models.     

The log-exponentiated Weibull regression model for interval-censored data

In interval-censored survival data, the event of interest is not observed exactly but is only known to occur within some time interval. Such data appear very frequently. In this paper, we are concerned only with parametric forms, and so a location-scale regression model based on the exponentiated Weibull distribution is proposed for modeling interval-censored data. We show that the proposed log-exponentiated Weibull regression model for interval-censored data represents a parametric family of models that include other regression models that are broadly used in lifetime data analysis. Assuming the use of interval-censored data, we employ a frequentist analysis, a jackknife estimator, a parametric bootstrap and a Bayesian analysis for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Furthermore, for different parameter settings, sample sizes and censoring percentages, various simulations are performed; in addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended to a modified deviance residual in log-exponentiated Weibull regression models for interval-censored data.     

Influence diagnostics in log-Birnbaum–Saunders regression models with censored data

In this paper we discuss log-Birnbaum–Saunders regression models with censored observations. This kind of model has been largely applied to study material lifetime subject to failure or stress. The score functions and observed Fisher information matrix are given as well as the process for estimating the regression coefficients and shape parameter is discussed. The normal curvatures of local influence are derived under various perturbation schemes and two deviance-type residuals are proposed to assess departures from the log-Birnbaum–Saunders error assumption as well as to detect outlying observations. Finally, a data set from the medical area is analyzed under log-Birnbaum–Saunders regression models. A diagnostic analysis is performed in order to select an appropriate model.     

Influence diagnostics in log-Birnbaum-Saunders regression models with censored data

In this paper we discuss log-Birnbaum-Saunders regression models with censored observations. This kind of model has been largely applied to study material lifetime subject to failure or stress. The score functions and observed Fisher information matrix are given as well as the process for estimating the regression coefficients and shape parameter is discussed. The normal curvatures of local influence are derived under various perturbation schemes and two deviance-type residuals are proposed to assess departures from the log-Birnbaum-Saunders error assumption as well as to detect outlying observations. Finally, a data set from the medical area is analyzed under log-Birnbaum-Saunders regression models. A diagnostic analysis is performed in order to select an appropriate model.     

Fuzzy Regression Analysis by Support Vector Learning Approach

Support vector machines (SVMs) have been very successful in pattern classification and function approximation problems for crisp data. In this paper, we incorporate the concept of fuzzy set theory into the support vector regression machine. The parameters to be estimated in the SVM regression, such as the components within the weight vector and the bias term, are set to be the fuzzy numbers. This integration preserves the benefits of SVM regression model and fuzzy regression model and has been attempted to treat fuzzy nonlinear regression analysis. In contrast to previous fuzzy nonlinear regression models, the proposed algorithm is a model-free method in the sense that we do not have to assume the underlying model function. By using different kernel functions, we can construct different learning machines with arbitrary types of nonlinear regression functions. Moreover, the proposed method can achieve automatic accuracy control in the fuzzy regression analysis task. The upper bound on number of errors is controlled by the user-predefined parameters. Experimental results are then presented that indicate the performance of the proposed approach.     

The random subspace binary logit (RSBL) model for bankruptcy prediction

This paper proposes the random subspace binary logit (RSBL) model (or random subspace binary logistic regression analysis) by taking the random subspace approach and using the classical logit model to generate a group of diverse logit decision agents from various perspectives for predictive problem. These diverse logit models are then combined for a more accurate analysis. The proposed RSBL model takes advantage of both logit (or logistic regression) and random subspace approaches. The random subspace approach generates diverse sets of variables to represent the current problem as different masks. Different logit decision agents from these masks, instead of a single logit model, are constructed. To verify its performance, we used the proposed RSBL model to forecast corporate failure in China. The results indicate that this model significantly improves the predictive ability of classical statistical models such as multivariate discriminant analysis, logit model, and probit model. Thus, the proposed model should make logit model more suitable for predictive problems in academic and industrial uses.     

ISMOD: an all-subsets regression program for generalized linear models. I. Statistical and computational background

This paper describes a system written to carry out regression analyses under certain generalized linear models that are widely used in biomedical research. These include continuous response models such as the Weibull, log-logistic, log-normal and Cox proportional hazards models used in survival analysis, and also discrete Poisson, binomial and multinomial response regression models. The system fits models, generates residuals and other diagnostic output, and has an all-subsets regression feature. This paper describes the models implemented and gives statistical background; Part II describes the ISMOD system and presents examples of its application.     

Scientific articles recommendation with topic regression and relational matrix factorization

In this paper we study the problem of recommending scientific articles to users in an online community with a new perspective of considering topic regression modeling and articles relational structure analysis simultaneously. First, we present a novel topic regression model, the topic regression matrix factorization （tr-MF）, to solve the problem. The main idea of tr-MF lies in extending the matrix factorization with a probabilistic topic modeling. In particular, tr-MF introduces a regression model to regularize user factors through probabilistic topic modeling under the basic hypothesis that users share similar preferences if they rate similar sets of items. Consequently, tr-MF provides interpretable latent factors for users and items, and makes accurate predictions for community users. To incorporate the relational structure into the framework of tr-MF, we introduce relational matrix factorization. Through combining tr-MF with the relational matrix femtorization, we propose the topic regression collective matrix factorization （tr-CMF） model. In addition, we also present the collaborative topic regression model with relational matrix factorization （CTR-RMF） model, which combines the existing collaborative topic regression （CTR） model and relational matrix factorization （RMF）. From this point of view, CTR-RMF can be considered as an appropriate baseline for tr-CMF. Further, we demonstrate the efficacy of the proposed models on a large subset of the data from CiteULike, a bibliography sharing service dataset. The proposed models outperform the state-of-the-art matrix factorization models with a significant margin. Specifically, the proposed models are effective in making predictions for users with only few ratings or even no ratings, and support tasks that are specific to a certain field, neither of which has been addressed in the existing literature.     

The beta Burr XII distribution with application to lifetime data

For the first time, a five-parameter distribution, the so-called beta Burr XII distribution, is defined and investigated. The new distribution contains as special sub-models some well-known distributions discussed in the literature, such as the logistic, Weibull and Burr XII distributions, among several others. We derive its moment generating function. We obtain, as a special case, the moment generating function of the Burr XII distribution, which seems to be a new result. Moments, mean deviations, Bonferroni and Lorenz curves and reliability are provided. We derive two representations for the moments of the order statistics. The method of maximum likelihood and a Bayesian analysis are proposed for estimating the model parameters. The observed information matrix is obtained. For different parameter settings and sample sizes, various simulation studies are performed and compared in order to study the performance of the new distribution. An application to real data demonstrates that the new distribution can provide a better fit than other classical models. We hope that this generalization may attract wider applications in reliability, biology and lifetime data analysis.     

基于回归分析方法的网络故障预测

结合回归预测模型,提出一种对网络中单个组件故障率的多项式回归预测模型.通过将多项式回归模型转化成多元线性回归模型求解参数,得到预测方程.利用检验预测回归方程和回归系数显著性,得到同实际故障统计数据拟合的效果优于原方程的新预测方程.使用一组网络组件的故障率数据对预测方程进行验证,结果表明,在根据预测误差低于2％的要求而确定的预测区间内,该方法可以为网络中单个组件故障率预测提供决策依据.     

Estimation of the Birnbaum–Saunders regression model with current status data

Estimation for the Birnbaum–Saunders (BS) regression model has been discussed by various authors when data are either complete or subject to Type-I or random censoring. But, this problem has not been considered for the case of interval censoring. In this article, we discuss the estimation of a regression model with current status data when the failure times follow the BS distribution. We estimate the parameters by the method of maximum likelihood, and derive the asymptotic distribution of these estimators. The performance of these estimators is then assessed through Monte Carlo simulations for different sample sizes under two types of monitoring. Finally, an analysis of real data is used to illustrate the proposed method.     

A log-extended Weibull regression model

A bathtub-shaped failure rate function is very useful in survival analysis and reliability studies. The well-known lifetime distributions do not have this property. For the first time, we propose a location-scale regression model based on the logarithm of an extended Weibull distribution which has the ability to deal with bathtub-shaped failure rate functions. We use the method of maximum likelihood to estimate the model parameters and some inferential procedures are presented. We reanalyze a real data set under the new model and the log-modified Weibull regression model. We perform a model check based on martingale-type residuals and generated envelopes and the statistics AIC and BIC to select appropriate models.     

Interactive Regression Lens for Exploring Scatter Plots

Data analysis often involves finding models that can explain patterns in data, and reduce possibly large data sets to more compact model‐based representations. In Statistics, many methods are available to compute model information. Among others, regression models are widely used to explain data. However, regression analysis typically searches for the best model based on the global distribution of data. On the other hand, a data set may be partitioned into subsets, each requiring individual models. While automatic data subsetting methods exist, these often require parameters or domain knowledge to work with. We propose a system for visual‐interactive regression analysis for scatter plot data, supporting both global and local regression modeling. We introduce a novel regression lens concept, allowing a user to interactively select a portion of data, on which regression analysis is run in interactive time. The lens gives encompassing visual feedback on the quality of candidate models as it is interactively navigated across the input data. While our regression lens can be used for fully interactive modeling, we also provide user guidance suggesting appropriate models and data subsets, by means of regression quality scores. We show, by means of use cases, that our regression lens is an effective tool for user‐driven regression modeling and supports model understanding.     

Piecewise regression model construction with sample efficient regression tree (SERT) and applications to semiconductor yield analysis

Forward stepwise regression analysis selects critical attributes all the way with the same set of data. Regression analysis is, however, not capable of splitting data to construct piecewise regression models. Regression trees have been known to be an effective data mining tool for constructing piecewise models by iteratively splitting data set and selecting attributes into a hierarchical tree model. However, the sample size reduces sharply after few levels of data splitting causing unreliable attribute selection. In this research, we propose a method to effectively construct a piecewise regression model by extending the sample-efficient regression tree (SERT) approach that combines the forward selection in regression analysis and the regression tree methodologies. The proposed method attempts to maximize the usage of the dataset's degree of freedom and to attain unbiased model estimates at the same time. Hypothetical and actual semiconductor yield-analysis cases are used to illustrate the method and its effective search for critical factors to be included in the dataset's underlying model.     

Mixture Poisson regression models for heterogeneous count data based on latent and fuzzy class analysis

In this paper we propose a new approach, called a fuzzy class model for Poisson regression, in the analysis of heterogeneous count data. On the basis of fuzzy set concept and fuzzy classification maximum likelihood (FCML) procedures we create an FCML algorithm for fuzzy class Poisson regression models. Traditionally, the EM algorithm had been used for latent class regression models. Thus, the accuracy and effectiveness of EM and FCML algorithms for estimating the parameters are compared. The results show that the proposed FCML algorithm presents better accuracy and effectiveness and can be used as another good tool to regression analysis for heterogeneous count data.This work was supported in part by the National Science Council of Taiwan under Grant NSC-89-2213-E-033-007.     

Median Regression Tree for Analysis of Censored Survival Data

Median linear regression modeling is a natural approach for analyzing censored survival or failure time data. A median linear model lends itself to a simple interpretation that is particularly suitable for making direct predictions of survival or failure times. We propose a new, unique, and efficient algorithm for tree-structured median regression modeling that combines the merits of both a median regression model and a tree-structured model. We propose and discuss loss functions for constructing this tree-structured median model and investigate their effects on the determination of tree size. We also propose a split covariate selection algorithm by using residual analysis (RA) rather than loss function reduction. The RA approach allows for the selection of the correct split covariate fairly well, regardless of the distribution of covariates. The loss function with the transformed data performs well in comparison to that with raw or uncensored data in determining the right tree size. Unlike other survival trees, the proposed median regression tree is useful in directly predicting survival or failure times for partitioned homogeneous patient groups as well as in revealing and interpreting complex covariate structures. Furthermore, a median regression tree can be easily generalized to a quantile regression tree with a user-chosen quantile between 0 and 1. We have demonstrated the proposed method with two real data sets and have compared the results with existing regression trees.