Modeling fractional responses using R

DOI10.1016/BS.HOST.2018.11.008zbMATH Open1439.62144OpenAlexW2907340490MaRDI QIDQ5116817FDOQ5116817

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

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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)

Cited In (2)

• 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

Uses Software

• R
• frmpd
• frmhet
• frm

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