Title
Bayesian modeling and prior sensitivity analysis for zero–one augmented beta regression models with an application to psychometric data
Date Issued
01 May 2020
Access level
open access
Resource Type
journal article
Author(s)
Nogarotto D.C.
Azevedo C.L.N.
University of São Paul
Publisher(s)
Brazilian Statistical Association
Abstract
The interest on the analysis of the zero–one augmented beta regression (ZOABR) model has been increasing over the last few years. In this work, we developed a Bayesian inference for the ZOABR model, providing some contributions, namely: we explored the use of Jeffreys-rule and inde-pendence Jeffreys prior for some of the parameters, performing a sensitivity study of prior choice, comparing the Bayesian estimates with the maximum likelihood ones and measuring the accuracy of the estimates under several scenarios of interest. The results indicate, in a general way, that: the Bayesian approach, under the Jeffreys-rule prior, was as accurate as the ML one. Also, different from other approaches, we use the predictive distribution of the response to implement Bayesian residuals. To further illustrate the advantages of our approach, we conduct an analysis of a real psychometric data set in-cluding a Bayesian residual analysis, where it is shown that misleading inference can be obtained when the data is transformed. That is, when the zeros and ones are transformed to suitable values and the usual beta regression model is considered, instead of the ZOABR model. Finally, future develop-ments are discussed.
Start page
304
End page
322
Volume
34
Issue
2
Language
English
OCDE Knowledge area
Termodinámica Ingeniería de materiales
Scopus EID
2-s2.0-85085048680
Source
Brazilian Journal of Probability and Statistics
ISSN of the container
0103-0752
Sponsor(s)
The authors would like to thank CNPq (“Conselho Nacional de Desenvolvimento Científico e Tecnológico”) for the finnancial support through a Master’s scholarship granted to the first author under the guidance of the second. Also, the second author would like to thank to CNPq, Grant 308339/2015-0, related to a research scholarship. The third author was partially supported by the Brazilian agency FAPESP (Grant 2017/07773-6). The authors would like to thank CNPq (?Conselho Nacional de Desenvolvimento Cient?fico e Tecnol?gico?) for the finnancial support through a Master?s scholarship granted to the first author under the guidance of the second. Also, the second author would like to thank to CNPq, Grant 308339/2015-0, related to a research scholarship. The third author was partially supported by the Brazilian agency FAPESP (Grant 2017/07773-6).
Sources of information: Directorio de Producción Científica Scopus