Variable dispersion beta regressions with parametric link functions
From MaRDI portal
Publication:2010811
Abstract: This paper presents a new class of regression models for continuous data restricted to the interval , such as rates and proportions. The proposed class of models assumes a beta distribution for the variable of interest with regression structures for the mean and dispersion parameters. These structures consider covariates, unknown regression parameters, and parametric link functions. Link functions depend on parameters that model the relationship between the random component and the linear predictors. The symmetric and assymetric Aranda-Ordaz link functions are considered in details. Depending on the parameter values, these link functions refer to particular cases of fixed links such as logit and complementary log-log functions. Joint estimation of the regression and link function parameters is performed by maximum likelihood. Closed-form expressions for the score function and Fisher's information matrix are presented. Aspects of large sample inferences are discussed, and some diagnostic measures are proposed. A Monte Carlo simulation study is used to evaluate the finite sample performance of point estimators. Finally, a practical application that employs real data is presented and discussed.
Recommendations
- Beta Regression for Modelling Rates and Proportions
- Testing inference in variable dispersion beta regressions
- Variable selection for varying dispersion beta regression model
- Improved maximum likelihood estimation in a new class of beta regression models
- Diagnostic tools in beta regression with varying dispersion
Cites work
- scientific article; zbMATH DE number 3926015 (Why is no real title available?)
- scientific article; zbMATH DE number 3932235 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 1782877 (Why is no real title available?)
- scientific article; zbMATH DE number 3998953 (Why is no real title available?)
- scientific article; zbMATH DE number 236854 (Why is no real title available?)
- scientific article; zbMATH DE number 3287335 (Why is no real title available?)
- scientific article; zbMATH DE number 3052144 (Why is no real title available?)
- A general class of zero-or-one inflated beta regression models
- A new family of parametric links for binomial generalized linear models
- A new look at the statistical model identification
- A note on a general definition of the coefficient of determination
- Aranda-Ordaz quantile regression for student performance assessment
- Beta Regression for Modelling Rates and Proportions
- Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors
- Computing Single Parameter Transformations
- Detecting model misspecification in inflated beta regressions
- Detection of Influential Observation in Linear Regression
- Diagnostic tools in beta regression with varying dispersion
- Estimating the dimension of a model
- Generalized Additive Models for Location, Scale and Shape
- Goodness of Link Tests for Generalized Linear Models
- Improved estimators for a general class of beta regression models
- Improved likelihood inference in beta regression
- Improved likelihood inference in generalized linear models
- Improved point and interval estimation for a beta regression model
- Improved transformation-based quantile regression
- Influence diagnostics in beta regression
- Maximum likelihood estimation of link function parameters
- Model selection criteria in beta regression with varying dispersion
- On beta regression residuals
- On selecting parametric link transformation families in generalized linear models
- On two families of transformations to additivity for binary response data
- Parametric link modification of both tails in binary regression
- Parametric links for binary choice models: a Fisherian-Bayesian colloquy
- Robust designs for generalized linear models with possible overdispersion and misspecified link functions
- Testing inference in variable dispersion beta regressions
- Tests of Proportional Hazards and Proportional Odds Models for Grouped Survival Data
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
- Two graphical displays for outlying and influential observations in regression
- Variable selection for varying dispersion beta regression model
Cited in
(12)- A monotone single index model for missing-at-random longitudinal proportion data
- Model robust profile monitoring for the generalized linear mixed model for phase I analysis
- Modeling random and non-random decision uncertainty in ratings data: a fuzzy beta model
- Model selection criteria in beta regression with varying dispersion
- Unit regression models to explain vote proportions in the Brazilian presidential elections in 2018
- Multiplicative errors-in-variables beta regression
- Kumaraswamy regression model with Aranda-Ordaz link function
- Testing inference in variable dispersion beta regressions
- Robustness against outliers: A new variance inflated regression model for proportions
- Variable selection for varying dispersion beta regression model
- Regression analysis of variates observed on (0, 1): percentages, proportions and fractions
- Improved testing inferences for beta regressions with parametric mean link function
This page was built for publication: Variable dispersion beta regressions with parametric link functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2010811)
