Mean regression for (0,1) responses via beta scale mixtures

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Otto, Arno, Bekker, Andriëtte, Ferreira, Johan, Rathebe, Lebogang
Format: Preprint
Published: 2026
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866908825005588480
author Otto, Arno
Bekker, Andriëtte
Ferreira, Johan
Rathebe, Lebogang
author_facet Otto, Arno
Bekker, Andriëtte
Ferreira, Johan
Rathebe, Lebogang
contents To achieve a greater general flexibility for modeling heavy-tailed bounded responses, a beta scale mixture model is proposed. Each member of the family is obtained by multiplying the scale parameter of the conditional beta distribution by a mixing random variable taking values on all or part of the positive real line and whose distribution depends on a single parameter governing the tail behavior of the resulting compound distribution. These family members allow for a wider range of values for skewness and kurtosis. To validate the effectiveness of the proposed model, we conduct experiments on both simulated data and real datasets. The results indicate that the beta scale mixture model demonstrates superior performance relative to the classical beta regression model and alternative competing methods for modeling responses on the bounded unit domain.
format Preprint
id arxiv_https___arxiv_org_abs_2602_09167
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Mean regression for (0,1) responses via beta scale mixtures
Otto, Arno
Bekker, Andriëtte
Ferreira, Johan
Rathebe, Lebogang
Methodology
To achieve a greater general flexibility for modeling heavy-tailed bounded responses, a beta scale mixture model is proposed. Each member of the family is obtained by multiplying the scale parameter of the conditional beta distribution by a mixing random variable taking values on all or part of the positive real line and whose distribution depends on a single parameter governing the tail behavior of the resulting compound distribution. These family members allow for a wider range of values for skewness and kurtosis. To validate the effectiveness of the proposed model, we conduct experiments on both simulated data and real datasets. The results indicate that the beta scale mixture model demonstrates superior performance relative to the classical beta regression model and alternative competing methods for modeling responses on the bounded unit domain.
title Mean regression for (0,1) responses via beta scale mixtures
topic Methodology
url https://arxiv.org/abs/2602.09167