Title
A new robust regression model for proportions
Date Issued
01 January 2012
Access level
open access
Resource Type
journal article
Publisher(s)
International Society for Bayesian Analysis
Abstract
A new regression model for proportions is presented by considering the Beta rectangular distribution proposed by Hahn (2008). This new model includes the Beta regression model introduced by Ferrari and Cribari-Neto (2004) and the variable dispersion Beta regression model introduced by Smithson and Verkuilen (2006) as particular cases. Like Branscum, Johnson, and Thurmond (2007), a Bayesian inference approach is adopted using Markov Chain Monte Carlo (MCMC) algorithms. Simulation studies on the influence of outliers by considering contaminated data under four perturbation patterns to generate outliers were carried out and confirm that the Beta rectangular regression model seems to be a new robust alternative for modeling proportion data and that the Beta regression model shows sensitivity to the estimation of regression coeficients, to the posterior distribution of all parameters and to the model comparison criteria considered. Furthermore, two applications are presented to illustrate the robustness of the Beta rectangular model. © 2012 International Society for Bayesian Analysis.
Start page
841
End page
866
Volume
7
Issue
4
Language
English
OCDE Knowledge area
Matemáticas aplicadas
Scopus EID
2-s2.0-84872513204
Source
Bayesian Analysis
ISSN of the container
19360975
Sources of information: Directorio de Producción Científica Scopus