On beta regression residuals
Patricia Espinheira,
Silvia Ferrari and
Francisco Cribari-Neto
Journal of Applied Statistics, 2008, vol. 35, issue 4, 407-419
Abstract:
We propose two new residuals for the class of beta regression models, and numerically evaluate their behaviour relative to the residuals proposed by Ferrari and Cribari-Neto. Monte Carlo simulation results and empirical applications using real and simulated data are provided. The results favour one of the residuals we propose.
Keywords: beta distribution; beta regression; maximum likelihood estimation; proportions; residuals (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:35:y:2008:i:4:p:407-419
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DOI: 10.1080/02664760701834931
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