Bootstrap prediction intervals in beta regressions

Patrícia Espinheira (), Silvia Ferrari () and Francisco Cribari-Neto ()

Computational Statistics, 2014, vol. 29, issue 5, 1263-1277

Abstract: We address the issue of constructing prediction intervals for responses that assume values in the standard unit interval, $$(0,1)$$ ( 0 , 1 ) . The response is modeled using the class of beta regression models and we introduce percentile and $$\hbox {BC}_a$$ BC a (bias-corrected and accelerated) bootstrap prediction intervals. We present Monte Carlo evidence on the finite sample behavior of such intervals. An empirical application is presented and discussed. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Beta distribution; Beta regression; Bootstrap; Prediction; Prediction interval (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00180-014-0490-5 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:29:y:2014:i:5:p:1263-1277

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/180/PS2

DOI: 10.1007/s00180-014-0490-5

Access Statistics for this article

Computational Statistics is currently edited by Wataru Sakamoto, Ricardo Cao and Jürgen Symanzik

More articles in Computational Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().