The effect of parameter estimation on phase II monitoring of poisson regression profiles

M. R. Maleki | P. Castagliola | A. Amiri | Michael B. C. Khoo

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URL :   http://research.shahed.ac.ir/WSR/WebPages/Report/PaperView.aspx?PaperID=84882
Date :  2019/07/20
Publish in :    Communications in Statistics Part B: Simulation and Computation
DOI :  https://doi.org/10.1080/03610918.2018.1429619
Link :  https://www.tandfonline.com/doi/full/10.1080/03610918.2018.1429619
Keywords :Parameter, Poisson, Regression

Abstract :

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The effect of parameters estimation on profile monitoring methods has only been studied by a few researchers and only the assumption of a normal response variable has been tackled. However, in some practical situation, the normality assumption is violated and the response variable follows a discrete distribution such as Poisson. In this paper, we evaluate the effect of parameters estimation on the Phase II monitoring of Poisson regression profiles by considering two control charts, namely the Hotelling’s T 2 and the multivariate exponentially weighted moving average (MEWMA) charts. Simulation studies in terms of the average run length (ARL) and the standard deviation of the run length (SDRL) are carried out to assess the effect of estimated parameters on the performance of Phase II monitoring approaches. The results reveal that both in-control and out-of-control performances of these charts are adversely affected when the regression parameters are estimated.