首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Errors-in-variables beta regression models
Authors:Jalmar MF Carrasco  Reinaldo B Arellano-Valle
Institution:1. Departamento de Estatística, Universidade Federal da Bahia, Salvador, Brazil;2. Departamento de Estadística, Pontifícia Universidad Católica de Chile, Santiago, Chile
Abstract:Beta regression models provide an adequate approach for modeling continuous outcomes limited to the interval (0, 1). This paper deals with an extension of beta regression models that allow for explanatory variables to be measured with error. The structural approach, in which the covariates measured with error are assumed to be random variables, is employed. Three estimation methods are presented, namely maximum likelihood, maximum pseudo-likelihood and regression calibration. Monte Carlo simulations are used to evaluate the performance of the proposed estimators and the naïve estimator. Also, a residual analysis for beta regression models with measurement errors is proposed. The results are illustrated in a real data set.
Keywords:beta regression model  errors-in-variables model  Gauss–Hermite quadrature  maximum likelihood  maximum pseudo-likelihood  regression calibration
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号