Nonlinear general path models for degradation data with dynamic covariates

被引:46
作者
Xu, Zhibing [1 ]
Hong, Yili [1 ]
Jin, Ran [2 ]
机构
[1] Virginia Tech, Dept Stat, Blacksburg, VA 24061 USA
[2] Virginia Tech, Grado Dept Ind Syst Engn, Blacksburg, VA 24061 USA
基金
美国国家科学基金会;
关键词
dynamic covariates; organic coatings; random effects; reliability; shape-restricted splines; time to failure; FAILURE TIME DATA; ACCELERATED DEGRADATION; STATISTICAL-ANALYSIS; BAYESIAN METHODS; REGRESSION; INFERENCE;
D O I
10.1002/asmb.2129
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Degradation data have been widely used to estimate product reliability. Because of technology advancement, time-varying usage and environmental variables, which are called dynamic covariates, can be easily recorded nowadays, in addition to the traditional degradation measurements. The use of dynamic covariates is appealing because they have the potential to explain more variability in degradation paths. We propose a class of general path models to incorporate dynamic covariates for modeling of degradation paths. Physically motivated nonlinear functions are used to describe the degradation paths, and random effects are used to describe unit-to-unit variability. The covariate effects are modeled by shape-restricted splines. The estimation of unknown model parameters is challenging because of the involvement of nonlinear relationships, random effects, and shaped-restricted splines. We develop an efficient procedure for parameter estimations. The performance of the proposed method is evaluated by simulations. An outdoor coating weathering dataset is used to illustrate the proposed method. Copyright (c) 2015 John Wiley & Sons, Ltd.
引用
收藏
页码:153 / 167
页数:15
相关论文
共 50 条
[21]   Nonlinear Models for Longitudinal Data [J].
Serroyen, Jan ;
Molenberghs, Geert ;
Verbeke, Geert ;
Davidian, Marie .
AMERICAN STATISTICIAN, 2009, 63 (04) :378-388
[22]   Nonlinear models with panel data [J].
Bo E. Honoré .
Portuguese Economic Journal, 2002, 1 (2) :163-179
[23]   Nonlinear wavelet density estimation with data missing at random when covariates are present [J].
Zou, Yu-Ye ;
Liang, Han-Ying ;
Zhang, Jing-Jing .
METRIKA, 2015, 78 (08) :967-995
[24]   A doubly robust goodness-of-fit test in general linear models with missing covariates [J].
Bahari, Fayyaz ;
Parsi, Safar ;
Ganjali, Mojtaba .
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017, 46 (10) :7909-7923
[25]   Dynamic multivariate Gamma-Gamma general path model: An alternative approach to time-variant degradation rates [J].
Veloso, Guilherme A. ;
Santos, Thiago R. dos ;
Loschi, Rosangela H. .
APPLIED MATHEMATICAL MODELLING, 2024, 125 :558-573
[26]   Some approximations to the path formula for some nonlinear models [J].
Kartsonaki, Christiana .
SCANDINAVIAN JOURNAL OF STATISTICS, 2024, 51 (04) :1433-1449
[27]   Correcting for measurement error in individual-level covariates in nonlinear mixed effects models [J].
Ko, HJ ;
Davidian, M .
BIOMETRICS, 2000, 56 (02) :368-375
[28]   Robust likelihood estimation of dynamic panel data models [J].
Alvarez, Javier ;
Arellano, Manuel .
JOURNAL OF ECONOMETRICS, 2022, 226 (01) :21-61
[29]   Estimation in generalized linear models under censored covariates with an application to MIREC data [J].
Lee, Wan-Chen ;
Sinha, Sanjoy K. ;
Arbuckle, Tye E. ;
Fisher, Mandy .
STATISTICS IN MEDICINE, 2018, 37 (29) :4539-4556
[30]   Estimation and empirical likelihood for single-index models with missing data in the covariates [J].
Xue, Liugen .
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2013, 68 :82-97