Tolerance limits under Poisson regression based on small-sample asymptotic methodology

作者：Zimmer Zachary^*

来源：Communications in Statistics - Simulation and Computation, 2017, 46(7): 5836-5845.

DOI：10.1080/03610918.2016.1157184

• Count data
• Modified signed log-likelihood ratio test statistic
• Poisson regression
• Small-sample asymptotics
• Upper tolerance limit
• Primary 62-Statistics
• Secondary - General applied mathematics

This article explores the calculation of tolerance limits for the Poisson regression model based on the profile likelihood methodology and small-sample asymptotic corrections to improve the coverage probability performance. The data consist of n counts, where the mean or expected rate depends upon covariates via the log regression function. This article evaluated upper tolerance limits as a function of covariates. The upper tolerance limits are obtained from upper confidence limits of the mean. To compute upper confidence limits the following methodologies were considered: likelihood based asymptotic methods, small-sample asymptotic methods to improve the likelihood based methodology, and the delta method. Two applications are discussed: one application relating to defects in semiconductor wafers due to plasma etching and the other examining the number of surface faults in upper seams of coal mines. All three methodologies are illustrated for the two applications.

• 出版日期2017