| Heteroscedastic regression analysis method for mixed data |
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| 作者姓名： | FU Hui-min YUE Xiao-rui |
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| 作者单位： | 北京航空航天大学 小样本技术研究中心,北京航空航天大学 小样本技术研究中心 |
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| 摘 要： | The heteroscedastic regression model was established and the heteroscedastic regression analysis method was presented for mixed data composed of complete data,type-Ⅰ censored data and type-Ⅱ censored data from the location-scale distribution.The best unbiased estimations of regression coefficients,as well as the confidence limits of the location parameter and scale parameter were given.Furthermore,the point estimations and confidence limits of percentiles were obtained.Thus,the traditional multiple regression analysis method which is only suitable to the complete data from normal distribution can be extended to the cases of heteroscedastic mixed data and the location-scale distribution.So the presented method has a broad range of promising applications.
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| 关 键 词： | heteroscedastic regression analysis censored data performance test life prediction reliability analysis |
| 收稿时间： | 2010/12/26 0:00:00 |
| 修稿时间： | 3/17/2011 4:33:50 PM |
Heteroscedastic regression analysis method for mixed data |
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| FU Hui-min,YUE Xiao-rui.Heteroscedastic regression analysis method for mixed data[J].Journal of Aerospace Power,2011,26(4):721-726. |
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| Authors: | FU Hui-min and YUE Xiao-rui |
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| Institution: | Research Center of Small Sample Technology, Beijing University of Aeronautics and Astronautics,Research Center of Small Sample Technology, Beijing University of Aeronautics and Astronautics |
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| Abstract: | The heteroscedastic regression model was established and the heteroscedastic regression analysis method was presented for mixed data composed of complete data, type- I censored data and type- Ⅱ censored data from the location-scale distribution. The best unbiased estimations of regression coefficients, as well as the confidence limits of the location parameter and scale parameter were given. Furthermore, the point estimations and confidence limits of percentiles were obtained. Thus, the traditional multiple regression analysis method which is only suitable to the complete data from normal distribution can be extended to the cases of heteroscedastic mixed data and the location-scale distribution. So the presented method has a broad range of promising applications. |
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| Keywords: | heteroscedastic regression analysis censored data performance test life prediction reliability analysis |
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