INVESTIGADORES
YOHAI Victor Jaime
artículos
Título:
A Dirichlet random coefficient regression model for estimating attribute weights in quality Indicators
Autor/es:
DANIEL PEÑA; VÍCTOR J. YOHAI
Revista:
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Editorial:
Elsevier
Referencias:
Lugar: Amsterdam, Holanda; Año: 2006 vol. 136 p. 942 - 961
ISSN:
0378-3758
Resumen:
We present a random coefficient regression model in which a response is linearly related to some explanatory variables with random coefficients following a Dirichlet distribution. These coefficients can be interpreted as weights because they are nonnegative and add up to one. The proposed estimation procedure combines iteratively reweighted least squares and the maximization on an approximated likelihood function. We also present a diagnostic tool based on a residual QQ plot and two procedures for estimating individual weights. The model is used to construct an index for measuring the quality of the railroad system in Spain.