Bootstrap prediction intervals in beta regressions

被引：20

作者：

Espinheira, Patricia L. ^{[1
]}

Ferrari, Silvia L. P. ^{[2
]}

Cribari-Neto, Francisco ^{[1
]}

机构：

[1] Univ Fed Pernambuco, Dept Estat, BR-50740540 Recife, PE, Brazil

[2] Univ Sao Paulo, Dept Estat, BR-05508090 Sao Paulo, Brazil

来源：

COMPUTATIONAL STATISTICS | 2014年 / 29卷 / 05期

基金：

巴西圣保罗研究基金会;

关键词：

Beta distribution; Beta regression; Bootstrap; Prediction; Prediction interval; CONFIDENCE-INTERVALS;

D O I：

10.1007/s00180-014-0490-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We address the issue of constructing prediction intervals for responses that assume values in the standard unit interval, . The response is modeled using the class of beta regression models and we introduce percentile and (bias-corrected and accelerated) bootstrap prediction intervals. We present Monte Carlo evidence on the finite sample behavior of such intervals. An empirical application is presented and discussed.

引用

页码：1263 / 1277

页数：15

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