Bivariate beta regression models: joint modeling of the mean,dispersion and association parameters |
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| Authors: | Edilberto Cepeda-Cuervo Jorge Alberto Achcar Liliana Garrido Lopera |
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| Affiliation: | 1. Departamento de Estadística, Universidad Nacional de Colombia, Bogotá, Colombiaecepedac@unal.edu.co;3. Departamento de Medicina Social, Universidade de S?o Paulo, FMRP, Ribeir?o Preto, SP, Brazil;4. Departamento de Matemáticas, Universidad de los Andes, Bogotá, Colombia |
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| Abstract: | In this paper a bivariate beta regression model with joint modeling of the mean and dispersion parameters is proposed, defining the bivariate beta distribution from Farlie–Gumbel–Morgenstern (FGM) copulas. This model, that can be generalized using other copulas, is a good alternative to analyze non-independent pairs of proportions and can be fitted applying standard Markov chain Monte Carlo methods. Results of two applications of the proposed model in the analysis of structural and real data set are included. |
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| Keywords: | beta distribution beta regression models bivariate random variables MCMC methods Bayesian methods |
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