O modelo de regressão GJS inflacionado em zero ou um

Beta regression models are useful for modeling random variables that assume values in the standard unit interval, such as rates and proportions. Such models cannot be used when the data contain zeros and/or ones. In this case, usual regression models, such as normal linear or nonlinear regression mo...

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Detalles Bibliográficos
Autor: Queiroz, Francisco Felipe de
Tipo de recurso: tesis de maestría
Estado:Versión publicada
Fecha de publicación:2018
País:Brasil
Institución:Universidade Federal do Rio Grande do Norte (UFRN)
Repositorio:Repositório Institucional da UFRN
Idioma:portugués
OAI Identifier:oai:repositorio.ufrn.br:123456789/26152
Acceso en línea:https://repositorio.ufrn.br/jspui/handle/123456789/26152
Access Level:acceso abierto
Palabra clave:Distribuição GJS
Modelo de regressão beta inflacionado
Modelo de regressão GJS
Regressão beta
CNPQ::CIENCIAS EXATAS E DA TERRA::MATEMATICA
Descripción
Sumario:Beta regression models are useful for modeling random variables that assume values in the standard unit interval, such as rates and proportions. Such models cannot be used when the data contain zeros and/or ones. In this case, usual regression models, such as normal linear or nonlinear regression models, are not suitable. The principal aim of this work is to propose a mixed continuous-discrete distributions to model data observed on the intervals [0, 1) or (0, 1] and its associated regression model. The GJS distribution is used to describe the continuous component of the model. The parameters of the mixture distribution are modelled as functions of regression parameters. We study the performance of the maximum likelihood estimators through Monte Carlo simulations. Also, we define a residual for the proposed regression model to assess departures from model assumptions as well as to detect outlying observations, and discuss some influence methods such as the local influence. Finally, applications to real data are presented to show the usefulness of the new regression model.