Bütikofer Lukas, Stawarczyk Bogna, Roos Malgorzata
Division of Biostatistics, Institute of Social and Preventive Medicine, University of Zurich, Switzerland.
Department of Prosthodontics, Dental School, Ludwig-Maximilians University, Munich, Germany.
Dent Mater. 2015 Feb;31(2):e33-50. doi: 10.1016/j.dental.2014.11.014. Epub 2014 Dec 11.
Comparison of estimation of the two-parameter Weibull distribution by two least squares (LS) methods with interchanged axes. Investigation of the influence of plotting positions and sample size. Derivation of 95% confidence intervals (95%CI) for Weibull parameters applicable in the context of LS estimation. Preparation of a free available Excel template for computation of point estimates and 95%CI for Weibull modulus (m) and characteristic strength (s).
Monte Carlo simulation covering a wide range of Weibull parameters and sample sizes. Mathematical derivation of formulae for computation of 95%CI according to a Menon-type approach for both m and s. Empirical proof that the practically observed coverage agrees with the nominal one of 95%.
Relative and absolute performance of LS estimators depended on sample size, plotting positions and parameter to be estimated. For most situations they outperformed the corresponding Maximum Likelihood (ML) estimator in terms of bias, while precision was almost the same. Naïve Wald-type 95%CI based on standard errors of LS regression coefficients did not reach targeted coverage. An easy-to-apply alternative based on asymptotic standard errors (Menon 95%CI) resulted in excellent coverage.
Accuracy of the LS methods for Weibull modulus and characteristic strength essentially depend on plotting position and sample size. Large sample sizes (n≥30) support a credible Weibull parameters estimation. An important complement of the point estimates of Weibull parameters is provided by the Menon 95%CI. A free available Excel template considerably facilitating computation of point and interval estimates of Weibull parameters is provided.
比较两种坐标轴互换的最小二乘法(LS)对双参数威布尔分布的估计。研究绘图位置和样本量的影响。推导适用于LS估计的威布尔参数的95%置信区间(95%CI)。编制一个免费的Excel模板,用于计算威布尔模量(m)和特征强度(s)的点估计值和95%CI。
蒙特卡罗模拟,涵盖广泛的威布尔参数和样本量范围。根据Menon型方法对m和s计算95%CI的公式进行数学推导。通过实证证明实际观察到的覆盖率与名义覆盖率95%相符。
LS估计量的相对和绝对性能取决于样本量、绘图位置和待估计参数。在大多数情况下,它们在偏差方面优于相应的最大似然(ML)估计量,而精度几乎相同。基于LS回归系数标准误差的朴素Wald型95%CI未达到目标覆盖率。基于渐近标准误差(Menon 95%CI)的一种易于应用的替代方法产生了出色的覆盖率。
威布尔模量和特征强度的LS方法的准确性主要取决于绘图位置和样本量。大样本量(n≥30)有助于可靠地估计威布尔参数。Menon 95%CI为威布尔参数的点估计提供了重要补充。提供了一个免费的Excel模板,极大地便于计算威布尔参数的点估计和区间估计。