A New Regression Model on the Unit Interval: Properties, Estimation, and Application

Yury R. Benites, Vicente G. Cancho, Edwin M. M. Ortega (), Roberto Vila and Gauss M. Cordeiro
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Yury R. Benites: Department of Applied Mathematics and Statistics, University of São Paulo, São Carlos 13566-590, Brazil
Vicente G. Cancho: Department of Applied Mathematics and Statistics, University of São Paulo, São Carlos 13566-590, Brazil
Edwin M. M. Ortega: Department of Exact Sciences, University of São Paulo, Piracicaba 13418-900, Brazil
Roberto Vila: Department of Statistics, University of Brasilia, Brasilia 70910-900, Brazil
Gauss M. Cordeiro: Department of Statistics, Federal University of Pernambuco, Recife 50670-901, Brazil

Mathematics, 2022, vol. 10, issue 17, 1-17

Abstract: A new and flexible distribution is introduced for modeling proportional data based on the quantile of the generalized extreme value distribution. We obtain explicit expressions for the moments, quantiles, and other structural properties. An extended regression model is constructed as an alternative to compete with the beta regression. Some simulations from the Bayesian perspectives are developed, and an illustrative application to real data involving the comparison of models and influence diagnostics is also addressed.

Keywords: Bayesian inference; generalized extreme value distribution; Johnson S B distribution; regression model (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
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