Bootstrap-based model selection criteria for beta regressions
From MaRDI portal
Publication:905106
DOI10.1007/s11749-015-0434-6zbMath1329.62347arXiv1405.4525OpenAlexW3103547696WikidataQ59162968 ScholiaQ59162968MaRDI QIDQ905106
Fábio M. Bayer, Francisco Cribari-Neto
Publication date: 14 January 2016
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.4525
Linear inference, regression (62J99) Bootstrap, jackknife and other resampling methods (62F40) Measures of information, entropy (94A17) Statistical ranking and selection procedures (62F07)
Related Items
The comparison study of the model selection criteria on the Tobit regression model based on the bootstrap sample augmentation mechanisms ⋮ Skewness of maximum likelihood estimators in the varying dispersion beta regression model ⋮ Resampling-based prediction intervals in beta regressions under correct and incorrect model specification ⋮ Bootstrap-based testing inference in beta regressions ⋮ A procedure for variable selection in double generalized linear models ⋮ On nonlinear beta regression residuals ⋮ Prediction intervals in the beta autoregressive moving average model ⋮ Residual and influence analysis to a general class of simplex regression ⋮ Improved testing inferences for beta regressions with parametric mean link function ⋮ Bessel regression model: Robustness to analyze bounded data ⋮ Beta seasonal autoregressive moving average models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Beta Regression for Modelling Rates and Proportions
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
- Generalized linear model selection using \(R^2\)
- An improved Akaike information criterion for state-space model selection
- Improved estimators for a general class of beta regression models
- Bootstrap variants of the Akaike information criterion for mixed model selection
- Improved AIC selection strategy for survival analysis
- Asymptotic bootstrap corrections of AIC for linear regression models
- Estimating the dimension of a model
- Bootstrap methods: another look at the jackknife
- Bootstrapping log likelihood and EIC, an extension of AIC
- Unifying the derivations for the Akaike and corrected Akaike information criteria.
- The model selection criterion AICu.
- A small-sample correction for the Schwarz SIC model selection criterion.
- Parametric links for binary choice models: a Fisherian-Bayesian colloquy
- Model selection criteria in beta regression with varying dispersion
- Improved likelihood inference in beta regression
- Bootstrap Model Selection
- Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
- On identifiability of parametric statistical models
- How Biased is the Apparent Error Rate of a Prediction Rule?
- Regression and time series model selection in small samples
- A note on a general definition of the coefficient of determination
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Improvements on Cross-Validation: The .632+ Bootstrap Method
- Regression Model Selection—A Residual Likelihood Approach
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
- Testing inference in variable dispersion beta regressions
- Identification in Parametric Models
- Regression analysis of variates observed on (0, 1): percentages, proportions and fractions
