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

predictionendogeneityheterogeneitypanel dataspecification testspartial effectstwo-part modelsexponential regressionfractional responsessmearing estimator

Mathematics Subject Classification ID

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

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Cited in

(5)

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

Describes a project that uses

Uses Software

• frm
• frmhet
• frmpd
• R

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