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GLM profile monitoring using robust estimators

机译:使用鲁棒估算器的GLM配置文件监控

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摘要

It is well known that performance of control scheme in phase II of statistical process control depends on the estimators utilized in phase I. Sometimes, outliers may be present in the data, which could seriously impact the performance of the estimators. In some practical situations, generalized linear models (GLMs) are used to model a wide class of response variables. This study deals with the robust estimation and monitoring of parameters in GLM profiles in the presence of outliers. In this study, robust estimators are used to estimate the parameters of logistic and Poisson profiles. The results are compared with the maximum likelihood estimators (MLEs). In a numerical example, the profile parameters are estimated by the MLE and robust estimators and the resulting test statistics are monitored by a control scheme. The phase II control charts are determined based on these two types of estimators and compared for different out-of-control conditions. The simulation results confirm that robust estimators in most cases lead to better estimates in comparison with the MLE estimator in terms of average run length criterion.
机译:众所周知,统计过程控制第二阶段控制方案的性能取决于I阶段I中使用的估计。有时,可以在数据中存在异常值,这可能会严重影响估算器的性能。在一些实际情况下,广义线性模型(GLM)用于模拟广泛的响应变量。本研究涉及在存在异常值存在下GLM配置文件中的鲁棒估计和监视。在这项研究中,鲁棒估计器用于估计逻辑和泊松配置的参数。将结果与最大可能性估计器(MLES)进行比较。在数值示例中,通过MLE和鲁棒估计器估计轮廓参数,并且通过控制方案监视得到的测试统计。阶段II控制图基于这两种类型的估计器来确定,并比较不同的对照条件。仿真结果证实,在大多数情况下,在大多数情况下,在大多数情况下,与平均运行长度标准相比,与MLE估计器相比,更好地估计。

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