Model selection criteria in beta regression with varying dispersion
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Publication:2965609
DOI10.1080/03610918.2014.977918zbMATH Open1364.62191arXiv1405.3718OpenAlexW2084261355WikidataQ59162941 ScholiaQ59162941MaRDI QIDQ2965609FDOQ2965609
Authors: Fábio M. Bayer, Francisco Cribari-Neto 
Publication date: 3 March 2017
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Abstract: We address the issue of model selection in beta regressions with varying dispersion. The model consists of two submodels, namely: for the mean and for the dispersion. Our focus is on the selection of the covariates for each submodel. Our Monte Carlo evidence reveals that the joint selection of covariates for the two submodels is not accurate in finite samples. We introduce two new model selection criteria that explicitly account for varying dispersion and propose a fast two step model selection scheme which is considerably more accurate and is computationally less costly than usual joint model selection. Monte Carlo evidence is presented and discussed. We also present the results of an empirical application.
Full work available at URL: https://arxiv.org/abs/1405.3718
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Cited In (18)
- Variable dispersion beta regressions with parametric link functions
- Variable selection method based on EM algorithm in Beta regression model
- On variable selection in joint modeling of mean and dispersion
- A procedure for variable selection in double generalized linear models
- Unit regression models to explain vote proportions in the Brazilian presidential elections in 2018
- Skewness of maximum likelihood estimators in the varying dispersion beta regression model
- Modified likelihood ratio tests for unit gamma regressions
- Jackknife Kibria-Lukman estimator for the beta regression model
- Beta ridge regression estimators: simulation and application
- Zero-one augmented beta and zero-inflated discrete models with heterogeneous dispersion for the analysis of student academic performance
- Bootstrap-based testing inference in beta regressions
- Robustness against outliers: A new variance inflated regression model for proportions
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