Improved estimators for a general class of beta regression models

DOI10.1016/J.CSDA.2009.08.017MaRDI QIDQ962267zbMATH OpenOpenAlexFDO

Authors Alexandre B. Simas, Wagner Barreto-Souza, Andréa V. Rocha

Publication date 6 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0809.1878

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Abstract: In this paper we consider an extension of the beta regression model proposed by Ferrari and Cribari-Neto (2004). We extend their model in two different ways, first, we let the regression structure be nonlinear, second, we allow a regression structure for the precision parameter, moreover, this regression structure may also be nonlinear. Generally, the beta regression is useful to situations where the response is restricted to the standard unit interval and the regression structure involves regressors and unknown parameters. We derive general formulae for second-order biases of the maximum likelihood estimators and use them to define bias-corrected estimators. Our formulae generalizes the results obtained by Ospina et al. (2006), and are easily implemented by means of supplementary weighted linear regressions. We also compare these bias-corrected estimators with three different estimators which are also bias-free to the second-order, one analytical and the other two based on bootstrap methods. These estimators are compared by simulation. We present an empirical application.

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Cited in

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