Asymmetric Regression Models Bernoulli/LogProportional-Hazard Distribution

Abstract

In this paper we introduce a kind of asymmetric distribution for non-negative data called log-proportional hazard distribution (LPHF). This new distribution is used to study an asymmetrical regression model for data with limited responses (censored) through the mixture of a Bernoulli distribution with logit link and the LPHF distribution. Properties of the LPHF distribution are studied, maximum likelihood parameter estimation and information matrices are addressed. An illustration with real data shows that the model is a new alternative for studies with positive data censored.

Keywords

• censura
• estimadores de máxima verosimilitud
• hazardproporcional
• matriz de información de Fisher