Generalized linear regression models incorporating original outcome distributions

Marcelo de Paula and Carlos Alberto Ribeiro Diniz

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 19, 5762-5786

Abstract: In this article, we propose an approach for incorporating continuous and discrete original outcome distributions into the usual exponential family regression models. The new approach is an extension of the works of Suissa (1991) and Suissa and Blais (1995), which present methods to estimate the risk of an event defined in a sample subspace of an original continuous outcome variable. Simulation studies are presented in order to illustrate the performance of the developed methodology. Real data sets are analyzed by using the proposed models.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:19:p:5762-5786

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DOI: 10.1080/03610926.2014.948726

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