A New Regression Model on the Unit Interval: Properties, Estimation, and Application

被引：0

作者：

Benites, Yury R. ^{[1
]}

Cancho, Vicente G. ^{[1
]}

Ortega, Edwin M. M. ^{[2
]}

Vila, Roberto ^{[3
]}

Cordeiro, Gauss M. ^{[4
]}

机构：

[1] Univ Sao Paulo, Dept Appl Math & Stat, BR-13566590 Sao Carlos, Brazil

[2] Univ Sao Paulo, Dept Exact Sci, BR-13418900 Piracicaba, Brazil

[3] Univ Brasilia, Dept Stat, BR-70910900 Brasilia, Brazil

[4] Univ Fed Pernambuco, Dept Stat, BR-50670901 Recife, Brazil

来源：

MATHEMATICS | 2022年 / 10卷 / 17期

关键词：

Bayesian inference; generalized extreme value distribution; Johnson S-B distribution; regression model; BAYESIAN-ANALYSIS; BETA REGRESSION; DISTRIBUTIONS; VARIABLES; RATES;

D O I：

10.3390/math10173198

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A new and flexible distribution is introduced for modeling proportional data based on the quantile of the generalized extreme value distribution. We obtain explicit expressions for the moments, quantiles, and other structural properties. An extended regression model is constructed as an alternative to compete with the beta regression. Some simulations from the Bayesian perspectives are developed, and an illustrative application to real data involving the comparison of models and influence diagnostics is also addressed.

引用

页数：17

共 34 条

[21] GENERALIZED PROBABILITY DENSITY-FUNCTION FOR DOUBLE-BOUNDED RANDOM-PROCESSES
KUMARASWAMY, P
[J]. JOURNAL OF HYDROLOGY, 1980, 46 (1-2) : 79 - 88
[22] New class of Johnson SB distributions and its associated regression model for rates and proportions
Lemonte, Artur J.
Bazan, Jorge L.
[J]. BIOMETRICAL JOURNAL, 2016, 58 (04) : 727 - 746
[23] A general class of zero-or-one inflated beta regression models
Ospina, Raydonal
Ferrari, Silvia L. P.
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2012, 56 (06) : 1609 - 1623
[24] Inflated beta distributions
Ospina, Raydonal
Ferrari, Silvia L. P.
[J]. STATISTICAL PAPERS, 2010, 51 (01) : 111 - 126
[25] Pardo L., 2006, STAT INFERENCE BASED, DOI DOI 10.1201/9781420034813
[26] BAYESIAN-ANALYSIS OF OUTLIER PROBLEMS USING DIVERGENCE MEASURES
PENG, FC
DEY, DK
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1995, 23 (02): : 199 - 213
[27] Piessens R., 1983, Quadpack: A Subroutine Package for Automatic Integration, DOI DOI 10.1007/978-3-642-61786-7
[28] Simplex Mixed-Effects Models for Longitudinal Proportional Data
Qiu, Zhenguo
Song, Peter X. -K.
Tan, Ming
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2008, 35 (04) : 577 - 596
[29] Generalized additive models for location, scale and shape
Rigby, RA
Stasinopoulos, DM
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 2005, 54 : 507 - 544
[30] Siegel R, 2014, CA-CANCER J CLIN, V64, P104, DOI [10.3322/caac.21220, 10.3322/caac.21395]

← 1 2 3 4 →