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

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