Lindley Regression with application

Authors

  • Adnan Mostafa Al-Sinjary Statistics & Information Techniques, Technical college of Management, Northern Technical University, Iraq Author https://orcid.org/0009-0007-8093-6106
  • Hayder Sabah Tuama Department of Economics, College of Administration and Economics, University of Misan Translator

DOI:

https://doi.org/10.62933/7k7j2657

Keywords:

Lindley regression model , Quasi Maximum Likelihood method , Bayesian Information Criterion, Cumulative distribution function, Quantile function

Abstract

In this work, Lindley regression model is studied standing up Lindley distribution which is one of the generalized linear models. It is like with distributions for example Weibull, Exponential , Gamma and other distributions which are positive skew. This is Lindley Distribution. It aims to dealing with variables have positively skewed problems. The model has been composed and then reaching to to a required link function . Parameters are estimated by Maximum Likelihood Method by using Newton-Raphson because it is difficult to obtain closed parameters. In application , real data is used to compare a model depended on exponential distribution and other depended on Lindley`s distribution by using Akaike Information Criterion  (AIC) and Bayesian Information Criterion  (BIC)  after showing by Kolmogorry - Smirnov Test that the dependent variable follows both distributions . The outcomes show that Lindley`s distributions provides accurate results comparing with results of  the exponential distribution. 

References

[1] Brown, H., & Prescott, R. (2015). Applied mixed models in medicine. John Wiley & Sons.

[2] Dobson, A. J., & Barnett, A. G. (2018). An introduction to generalized linear models. CRC press.

[3] Epperson, J. F. (2021). An introduction to numerical methods and analysis. 3rd Edition. John Wiley & Sons.‏

[4] Ghitany, M. E., Atieh, B., & Nadarajah, S. (2008). Lindley distribution and its application. Mathematics and computers in simulation, 78(4), 493-506.

[5] Hardin, J. W., Hardin, J. W., Hilbe, J. M., & Hilbe, J. (2007). Generalized linear models and extensions. 4th Edition. Stata press.

[6] Hussain, E. A., Al-Shallawi, A. N., & Saied, H. A. (2022). Using maximum likelihood method to estimate parameters of the linear regression t truncated model. NTU Journal of Pure Sciences, 1(4), 26-34.‏

[7] Jodrá, P. (2010). Computer generation of random variables with Lindley or Poisson–Lindley distribution via the Lambert W function. Mathematics and Computers in Simulation, 81(4), 851-859.

[8] Lindley, D. V. (1958). Fiducial distributions and Bayes' theorem. Journal of the Royal Statistical Society. Series B (Methodological), 102-107.

[9] Salman, A. S. M. (2024). Using the Bayesian method to estimate some survival regression models with the application. Master Thesis, Mustansiriyah University. Iraq.

fig 2

Downloads

Published

2023-01-16

Issue

Section

Original Articles

How to Cite

Lindley Regression with application. (2023). Iraqi Statisticians Journal, 3(1), 71-75. https://doi.org/10.62933/7k7j2657