Title
L-Logistic regression models: Prior sensitivity analysis, robustness to outliers and applications
Date Issued
01 January 2019
Access level
open access
Resource Type
journal article
Author(s)
da Paz R.
Balakrishnan N.
Publisher(s)
Brazilian Statistical Association
Abstract
Tadikamalla and Johnson [Biometrika 69 (1982) 461–465] developed the LB distribution to variables with bounded support by considering a transformation of the standard Logistic distribution. In this manuscript, a convenient parametrization of this distribution is proposed in order to develop regression models. This distribution, referred to here as L-Logistic distribution, provides great flexibility and includes the uniform distribution as a particular case. Several properties of this distribution are studied, and a Bayesian approach is adopted for the parameter estimation. Simulation studies, considering prior sensitivity analysis, recovery of parameters and comparison of algorithms, and robustness to outliers are all discussed showing that the results are insensitive to the choice of priors, efficiency of the algorithm MCMC adopted, and robustness of the model when compared with the beta distribution. Applications to estimate the vulnerability to poverty and to explain the anxiety are performed. The results to applications show that the L-Logistic regression models provide a better fit than the corresponding beta regression models.
Start page
455
End page
479
Volume
33
Issue
3
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Scopus EID
2-s2.0-85068906886
Source
Brazilian Journal of Probability and Statistics
ISSN of the container
01030752
Sponsor(s)
This work was supported in part by the Coordenação de Aperfeiçoamento do Pessoal de Ensino Superior (CAPES-Brazil). The first author thanks the support from CAPES-Brazil. The last author was partially supported by FAPESP-Brazil 2017/15452-5. The authors also thank the Editor, the Associate Editor, and the Referees for their useful comments and suggestions, which resulted in an improvement in the original version of the article.
Sources of information: Directorio de Producción Científica Scopus