BETARK: Stata module for computing Beta regression with autoregressive-corrected errors for proportion outcomes, by joint conditional maximum likelihood

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: betark fits a beta regression model for a continuous proportion or rate outcome strictly bounded on (0,1), with autoregressive errors of order k in the mean equation's linear predictor. betark estimates the mean equation coefficients, the precision (scale) equation coefficients, and the AR coefficients rho_1,...,rho_k jointly in a single conditional likelihood. This is possible because the recursive substitution of Rocha and Cribari-Neto (2009) and Ferreira, Figueroa-Zuniga, and de Castro (2015) yields a closed-form conditional beta density at each time period, given the AR(k) history.

Language: Stata
Requires: Stata version 14
Keywords: Beta regression; autoregressive errors (search for similar items in EconPapers)
Date: 2026-06-28
Note: This module should be installed from within Stata by typing "ssc install betark". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/b/betark.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/betark_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/betark.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/betark_example.dta

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