QA289 : Beta rectangular regression for modeling proportion responses
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2015
Authors:
Abstarct: In many regression models the response variable is continuous, restricted to the
interval $(0,1)$, such as percentages, proportions and fractions or rates. For analysing such responses, the logistic or probit regression models are not adequate and the popular model is beta regression. However, the beta regression model is not robut when there are outlying observations in the response variable. Therefore, we consider a new regression model constructed baxsed on the beta rectangular distribution. It is shown that beta rectangular regression is more robust than the beta regression model. In this thesis, we first review the beta rectangular distribution and a new parametrization is introduced. Then the beta rectangular regression model is proposed and a Bayesian inference approach is adopted using a Markov chain Monte Carlo (MCMC) algorithm. Two simulation studies are carried out to show the better performance of the new model in the presence of outliers. Finally, application of the proposed model is shown by two applications.
Keywords:
#Bayesian analysis #Beta rectangular regression #Robust #MCMC #Outliers
Keeping place: Central Library of Shahrood University
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Keeping place: Central Library of Shahrood University
Visitor: