Residual and influence analysis to a general class of simplex regression

Patrícia L. Espinheira () and Alisson Oliveira Silva
Additional contact information
Patrícia L. Espinheira: Universidade Federal de Pernambuco, Cidade Universitária
Alisson Oliveira Silva: Universidade Federal de Pernambuco, Cidade Universitária

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2020, vol. 29, issue 2, No 12, 523-552

Abstract: Abstract In this paper, we propose a residual and local influence analysis for diagnostics in a general class of simplex regression model. Here, we introduce this class in which the predictors involve covariates and nonlinear functions in the parameters. We provide closed-form expressions for the score functions, information matrices, as well a procedure for the choice of initial guesses to be used in the Fisher’s iterative scheme for the estimation by maximum likelihood. All diagnostic techniques were also adjusted for the linear simplex model. We present Monte Carlo simulations to investigate the empirical distribution of the proposed residual and the performance of the starting points scheme. We also performed three applications to real data; one of them explores the features of nonlinear regressions. By performing diagnostic analysis, we compare the beta and simplex fits to two datasets. The applications results favor the simplex regression to fit data close to the boundaries of the unit interval. Indeed, the simplex regression can present estimation by maximum likelihood procedure more robust to influential cases than the beta regression.

Keywords: Nonlinear simplex regression; Starting values; Residual analysis; Local influence analysis; 03-CXX; 15-BXX; 53-CXX; 53-BXX; 62-E20; 65-XX (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://link.springer.com/10.1007/s11749-019-00665-3 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

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:testjl:v:29:y:2020:i:2:d:10.1007_s11749-019-00665-3

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/11749/PS2

DOI: 10.1007/s11749-019-00665-3

Access Statistics for this article

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research is currently edited by Alfonso Gordaliza and Ana F. Militino

More articles in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research from Springer, Sociedad de Estadística e Investigación Operativa
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().