The unit generalized half-normal quantile regression model : formulation, estimation, diagnostics, and numerical applications
© The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2022, Springer Nature or its licensor holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.corrected publication 2022..
In this paper, we propose and derive a new regression model for response variables defined on the open unit interval. By reparameterizing the unit generalized half-normal distribution, we get the interpretation of its location parameter as being a quantile of the distribution. In addition, we can evaluate effects of the explanatory variables in the conditional quantiles of the response variable as an alternative to the Kumaraswamy quantile regression model. The suitability of our proposal is demonstrated with two simulated examples and two real applications. For such data sets, the obtained fits of the proposed regression model are compared with that provided by a Kumaraswamy regression model.
Medienart: |
E-Artikel |
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Erscheinungsjahr: |
2023 |
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Erschienen: |
2023 |
Enthalten in: |
Zur Gesamtaufnahme - volume:27 |
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Enthalten in: |
Soft computing - 27(2023), 1 vom: 27., Seite 279-295 |
Sprache: |
Englisch |
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Beteiligte Personen: |
Mazucheli, Josmar [VerfasserIn] |
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Links: |
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Themen: |
Journal Article |
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Anmerkungen: |
Date Revised 11.01.2023 published: Print-Electronic Citation Status PubMed-not-MEDLINE |
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doi: |
10.1007/s00500-022-07278-3 |
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funding: |
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Förderinstitution / Projekttitel: |
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PPN (Katalog-ID): |
NLM344354490 |
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520 | |a In this paper, we propose and derive a new regression model for response variables defined on the open unit interval. By reparameterizing the unit generalized half-normal distribution, we get the interpretation of its location parameter as being a quantile of the distribution. In addition, we can evaluate effects of the explanatory variables in the conditional quantiles of the response variable as an alternative to the Kumaraswamy quantile regression model. The suitability of our proposal is demonstrated with two simulated examples and two real applications. For such data sets, the obtained fits of the proposed regression model are compared with that provided by a Kumaraswamy regression model | ||
650 | 4 | |a Journal Article | |
650 | 4 | |a Kumaraswamy distribution | |
650 | 4 | |a Likelihood methods | |
650 | 4 | |a Monte Carlo simulation | |
650 | 4 | |a R software | |
650 | 4 | |a Residual analysis | |
650 | 4 | |a Unit generalized half-normal distribution. | |
700 | 1 | |a Korkmaz, Mustafa Ç |e verfasserin |4 aut | |
700 | 1 | |a Menezes, André F B |e verfasserin |4 aut | |
700 | 1 | |a Leiva, Víctor |e verfasserin |4 aut | |
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