The Logit Exponentiated Power Exponential Regression with Applications

Fábio Prataviera, Aline Martineli Batista, Edwin M. M. Ortega (), Gauss M. Cordeiro and Bruno Montoani Silva
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Fábio Prataviera: ESALQ/USP
Aline Martineli Batista: ESALQ/USP
Edwin M. M. Ortega: ESALQ/USP
Gauss M. Cordeiro: UFPE
Bruno Montoani Silva: UFLA

Annals of Data Science, 2023, vol. 10, issue 3, No 7, 713-735

Abstract: Abstract We introduce a new distribution, called the logit exponentiated power exponential, defined on the unit interval. Explicit expansions are derived for its moments. Also, we propose a regression based on this distribution with two systematic components, which can provide better fits than the beta and simplex regressions. Its parameters are estimated by maximum likelihood. Some simulations investigate the accuracy of the estimates. The usefulness of the new models is proved by means of three real data sets.

Keywords: Beta regression; Exponentiated power exponential distribution; Likelihood inference; Residual analysis (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s40745-021-00347-8

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