Shrinkage Estimators for Beta Regression Models
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arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866909231673769984 |
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| author | Firinguetti, Luis González-Navarrete, Manuel Machaca-Aguilar, Romer |
| author_facet | Firinguetti, Luis González-Navarrete, Manuel Machaca-Aguilar, Romer |
| contents | The beta regression model is a useful framework to model response variables that are rates or proportions, that is to say, response variables which are continuous and restricted to the interval (0,1). As with any other regression model, parameter estimates may be affected by collinearity or even perfect collinearity among the explanatory variables. To handle these situations shrinkage estimators are proposed. In particular we develop ridge regression and LASSO estimators from a penalized likelihood perspective with a logit link function. The properties of the resulting estimators are evaluated through a simulation study and a real data application |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_18047 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Shrinkage Estimators for Beta Regression Models Firinguetti, Luis González-Navarrete, Manuel Machaca-Aguilar, Romer Methodology Applications The beta regression model is a useful framework to model response variables that are rates or proportions, that is to say, response variables which are continuous and restricted to the interval (0,1). As with any other regression model, parameter estimates may be affected by collinearity or even perfect collinearity among the explanatory variables. To handle these situations shrinkage estimators are proposed. In particular we develop ridge regression and LASSO estimators from a penalized likelihood perspective with a logit link function. The properties of the resulting estimators are evaluated through a simulation study and a real data application |
| title | Shrinkage Estimators for Beta Regression Models |
| topic | Methodology Applications |
| url | https://arxiv.org/abs/2406.18047 |