Monotonic change point estimation of generalized linear model-based regression profiles |
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Authors: | Fatemeh Sogandi |
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Affiliation: | Industrial Engineering Department, Faculty of Engineering, Shahed University, Tehran, Iran |
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Abstract: | In this article, a maximum likelihood estimator is derived in the generalized linear model-based regression profiles under monotonic change in Phase II. The performance of the proposed estimator is comprehensively investigated through some special cases, and compared with estimators under step change and drift. The results show that the proposed estimator has better performance in small and medium shifts under different increasing changes. Finally, the applicability of the proposed estimator is illustrated using a real case. |
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Keywords: | Change point estimation Generalized linear model-based regression profiles Maximum likelihood estimator Monotonic change disturbance Statistical process control. |
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