Modeling fractional responses using R

DOI10.1016/BS.HOST.2018.11.008MaRDI QIDQ5116817zbMATH OpenOpenAlexFDO

Authors Joaquim Jose Santos Ramalho

Publication date 18 August 2020

Published in Handbook of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/bs.host.2018.11.008

zbMATH Keywords

endogeneityexponential regressionfractional responsesheterogeneitypanel datapartial effectspredictionsmearing estimatorspecification teststwo-part models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) General nonlinear regression (62J02) Applications of statistics to economics (62P20)

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Cited in

(5)

• Using the censored gamma distribution for modelling fractional response variables with an application to loss given default
• Multivariate fractional regression estimation of econometric share models
• A beta inflated mean regression model for fractional response variables
• Regression analysis of multivariate fractional data
• Finding a fractional model from frequency and time responses

Describes a project that uses

Uses Software

• R
• frmpd
• frmhet
• frm

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