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- W2002004747 abstract "The class of beta regression models proposed by Ferrari and Cribari-Neto [Beta regression for modelling rates and proportions, Journal of Applied Statistics 31 (2004), pp. 799–815] is useful for modelling data that assume values in the standard unit interval (0, 1). The dependent variable relates to a linear predictor that includes regressors and unknown parameters through a link function. The model is also indexed by a precision parameter, which is typically taken to be constant for all observations. Some authors have used, however, variable dispersion beta regression models, i.e., models that include a regression submodel for the precision parameter. In this paper, we show how to perform testing inference on the parameters that index the mean submodel without having to model the data precision. This strategy is useful as it is typically harder to model dispersion effects than mean effects. The proposed inference procedure is accurate even under variable dispersion. We present the results of extensive Monte Carlo simulations where our testing strategy is contrasted to that in which the practitioner models the underlying dispersion and then performs testing inference. An empirical application that uses real (not simulated) data is also presented and discussed." @default.
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- W2002004747 date "2012-12-01" @default.
- W2002004747 modified "2023-10-18" @default.
- W2002004747 title "Testing inference in variable dispersion beta regressions" @default.
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- W2002004747 doi "https://doi.org/10.1080/00949655.2011.599033" @default.
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