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Testing Inference in Inflated Beta Regressions under Model Misspecification |
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| Authors: | Tatiene C Souza Tarciana L Pereira Francisco Cribari-Neto Verônica M C Lima |
| Institution: | 1. Departamento de Estatística Universidade Federal da Paraíba, Cidade Universitária, Jo?o Pessoa/PB, Braziltatiene@de.ufpb.br;3. Departamento de Estatística Universidade Federal da Paraíba, Cidade Universitária, Jo?o Pessoa/PB, Brazil;4. Departamento de EstatísticaUniversidade Federal de Pernambuco, Cidade Universitária, Recife/PE, Brazil;5. Departamento de EstatísticaUniversidade Federal da Bahia, Campus Ondina, Salvador/BA, Brazil |
| Abstract: | We consider testing inference in inflated beta regressions subject to model misspecification. In particular, quasi-z tests based on sandwich covariance matrix estimators are described and their finite sample behavior is investigated via Monte Carlo simulations. The numerical evidence shows that quasi-z testing inference can be considerably more accurate than inference made through the usual z tests, especially when there is model misspecification. Interval estimation is also considered. We also present an empirical application that uses real (not simulated) data. |
| Keywords: | Bootstrap Confidence interval Inflated beta regression Model misspecification Quasi-z test Sandwich estimator Variable precision z test |