Improved point and interval estimation for a beta regression model

DOI10.1016/j.csda.2005.10.002zbMath1157.62346OpenAlexW2048135243MaRDI QIDQ1010437

Raydonal Ospina, Klaus L. P. Vasconcellos, Francisco Cribari-Neto

Publication date: 6 April 2009

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

Full work available at URL: https://doi.org/10.1016/j.csda.2005.10.002

zbMATH Keywords

maximum likelihood estimationbiasinterval estimationbias correctionbeta distributionbeta regression

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Linear inference, regression (62J99)

Related Items (28)

The Truncated Inflated Beta Distribution ⋮ Distance-based beta regression for prediction of mutual funds ⋮ Unnamed Item ⋮ A class of beta regression models with multiplicative log-normal measurement errors ⋮ 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 inferential improvements in beta autoregressive moving average model ⋮ Bootstrap-based testing inference in beta regressions ⋮ The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation ⋮ Improving estimation for beta regression models via EM-algorithm and related diagnostic tools ⋮ Bias and skewness in a general extreme-value regression model ⋮ Asymptotic skewness for the beta regression model ⋮ A generic algorithm for reducing bias in parametric estimation ⋮ Variable selection for varying dispersion beta regression model ⋮ Likelihood analysis for a class of beta mixed models ⋮ Improved testing inferences for beta regressions with parametric mean link function ⋮ Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models ⋮ Birnbaum-Saunders nonlinear regression models ⋮ Improved estimators for a general class of beta regression models ⋮ Testing inference in variable dispersion beta regressions ⋮ Variable dispersion beta regressions with parametric link functions ⋮ Robustness against outliers: A new variance inflated regression model for proportions ⋮ Generalized Weibull Linear Models ⋮ Adjusted Pearson residuals in beta regression models ⋮ Improved maximum-likelihood estimation in a regression model with general parametrization ⋮ Improved point estimation for inverse gamma regression models ⋮ Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models ⋮ Evaluating predictors of dispersion: a comparison of dominance analysis and Bayesian model averaging

Uses Software

• Ox
• bootstrap
• bootlib

Cites Work

• Beta Regression for Modelling Rates and Proportions
• Improved maximum likelihood estimation in a new class of beta regression models
• Nonlinear quasi-likelihood models: applications to continuous proportions
• On bootstrap and analytical bias corrections
• Bootstrap methods: another look at the jackknife
• Approximate bias correction in econometrics
• Bias correction for a class of multivariate nonlinear regression models
• Econometric and statistical computing using Ox
• Maximum Likelihood Estimation of the Parameters of the Prior Distributions of Three Variables That Strongly Influence Reproductive Performance in Cows
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Bias Correction for a Generalized Log-Gamma Regression Model
• Bootstrap Confidence Intervals and Bootstrap Approximations
• Bias in nonlinear regression
• Small sample comparison of estimation methods for the beta distribution
• Nonparametric standard errors and confidence intervals
• Bias-corrected maximum likelihood estimation for the beta distribution
• Bias reduction of maximum likelihood estimates
• Regression analysis of variates observed on (0, 1): percentages, proportions and fractions
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