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Control charts based on quasi-likelihood estimation for monitoring profiles
Authors:Chung-I Li
Institution:Department of Statistics, National Cheng Kung University, Tainan, Taiwan
Abstract:In some applications, the quality of the process or product is characterized and summarized by a functional relationship between a response variable and one or more explanatory variables. Profile monitoring is a technique for checking the stability of the relationship over time. Existing linear profile monitoring methods usually assumed the error distribution to be normal. However, this assumption may not always be true in practice. To address this situation, we propose a method for profile monitoring under the framework of generalized linear models when the relationship between the mean and variance of the response variable is known. Two multivariate exponentially weighted moving average control schemes are proposed based on the estimated profile parameters obtained using a quasi-likelihood approach. The performance of the proposed methods is evaluated by simulation studies. Furthermore, the proposed method is applied to a real data set, and the R code for profile monitoring is made available to users.
Keywords:Profile monitoring  generalized linear model  quasi-likelihood estimation
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