A parametric quantile regression approach for modelling zero-or-one inflated double bounded data

© 2021 Wiley-VCH GmbH..

Over the last decades, the challenges in applied regression have been changing considerably, and full probabilistic modeling rather than predicting just means is crucial in many applications. Motivated by two applications where the response variable is observed on the unit-interval and inflated at zero or one, we propose a parametric quantile regression considering the unit-Weibull distribution. In particular, we are interested in quantifying the influence of covariates on the quantiles of the response variable. The maximum likelihood method is used for parameters estimation. Monte Carlo simulations reveal that the maximum likelihood estimators are nearly unbiased and consistent. Also, we define a residual analysis to assess the goodness of fit.

Medienart:

E-Artikel

Erscheinungsjahr:

2021

Erschienen:

2021

Enthalten in:

Zur Gesamtaufnahme - volume:63

Enthalten in:

Biometrical journal. Biometrische Zeitschrift - 63(2021), 4 vom: 30. Apr., Seite 841-858

Sprache:

Englisch

Beteiligte Personen:

Menezes, André F B [VerfasserIn]
Mazucheli, Josmar [VerfasserIn]
Bourguignon, Marcelo [VerfasserIn]

Links:

Volltext

Themen:

Journal Article
Parametric quantile regression
Proportions
Research Support, Non-U.S. Gov't
Unit-Weibull distribution
Zero-or-one inflated models

Anmerkungen:

Date Completed 15.10.2021

Date Revised 15.10.2021

published: Print-Electronic

Citation Status MEDLINE

doi:

10.1002/bimj.202000126

funding:

Förderinstitution / Projekttitel:

PPN (Katalog-ID):

NLM320214559