A new quantile regression model for bounded responses with applications

Patrícia Stülp (), Jorge Luis Bazán () and Luis Hilmar Valdivieso Serrano ()
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Patrícia Stülp: Universidade Federal de São Carlos - UFSCar
Jorge Luis Bazán: Universidade de São Paulo - USP
Luis Hilmar Valdivieso Serrano: Pontificia Universidad Católica del Perú - PUCP

Computational Statistics, 2025, vol. 40, issue 8, No 2, 4113 pages

Abstract: Abstract This work proposes a new quantile regression model with a bounded response distribution that generalizes the L-logistic distribution. Following a Bayesian approach, estimation model comparison criteria and residual analysis are performed as well as a simulation study for prior sensitivity and parameter recovery, considering a computationally intensive approach. An application of the new distribution to model poverty vulnerability in Brazil and a regression analysis with poverty data from Peru is included. Comparison with the Beta and L-Logistic distributions are also performed showing the great flexibility of the new model.

Keywords: Median response; LG-Logistic distribution; Bounded regression model; Bayesian analysis (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s00180-024-01586-y

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