Shewhart ridge profiling for the Gamma response model

Muhammad Zeeshan Aslam, Muhammad Amin*, Tahir Mahmood, Muhammad Nauman Akram

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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Abstract

When product quality follows the Gamma distribution and is related to one or more covariate(s), then Gamma regression model (GRM) profiling will be used. The Gamma profiling is generally based on a maximum likelihood estimator (MLE). In GRM profiling, when two or more covariates are linearly related, the MLE-based GRM profiling is unsuitable. In this situation, an alternative to MLE-based profiling is required. So, this study develops the Gamma ridge regression profiling based on Pearson and deviance residuals. The performance of the proposed profiling is evaluated with the help of a simulation study under different conditions, where average run length is considered as the performance evaluation criterion. The simulation findings show that the Pearson residual based profiling with ridge estimator is better than the deviance residuals-based profiling with MLE as well as ridge estimator. Furthermore, we consider an application to evaluate the performance of the proposed methods.
Original languageEnglish
Article number2299354
Pages (from-to)1715-1734
Number of pages20
JournalJournal of Statistical Computation and Simulation
Volume94
Issue number8
Early online date4 Jan 2024
DOIs
Publication statusPublished - 23 May 2024

Keywords

  • ARL
  • control charts
  • deviance residuals
  • Gamma regression
  • Pearson residuals
  • Gamma ridge regression

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