Variable dispersion beta regressions with parametric link functions

DOI10.1007/S00362-017-0885-9zbMATH Open1432.62227arXiv1702.00327OpenAlexW2585088681WikidataQ59162921 ScholiaQ59162921MaRDI QIDQ2010811FDOQ2010811

Authors: Diego Ramos Canterle, Fábio M. Bayer 

Publication date: 28 November 2019

Published in: Statistical Papers (Search for Journal in Brave)

Abstract: This paper presents a new class of regression models for continuous data restricted to the interval $(0,1)$, 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.

Full work available at URL: https://arxiv.org/abs/1702.00327

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zbMATH Keywords

maximum likelihood estimatorparametric link functionsAranda-Ordaz link functionvariable dispersion beta regression

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

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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
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• Variable selection for varying dispersion beta regression model
• Regression analysis of variates observed on (0, 1): percentages, proportions and fractions
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Uses Software

• R
• GAMLSS
• AOfamilies

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