This cumulative working paper contains the unified joint research completed so far on monetary aggregation under risk, including the extension of index number theory needed to incorporate adjustments for risk into the rate structure, experiments on tracking ability of the unadjusted index, and...

We address the issue of constructing prediction intervals for responses that assume values in the standard unit interval, <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$(0,1)$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math> </EquationSource> </InlineEquation>. The response is modeled using the class of beta regression models and we introduce percentile and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$\hbox {BC}_a$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mtext>BC</mtext> <mi>a</mi> </msub> </math> </EquationSource> </InlineEquation> (bias-corrected...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>

This letter shows how to extend a number of published results on Bartlett and Bartlett-type corrections to likelihood ratio and score test for the test of linear restrictions in regression models. A few applications and simulation results are also presented.

We propose two new residuals for the class of beta regression models, and numerically evaluate their behaviour relative to the residuals proposed by Ferrari and Cribari-Neto. Monte Carlo simulation results and empirical applications using real and simulated data are provided. The results favour...

This paper proposes a regression model where the response is beta distributed using a parameterization of the beta law that is indexed by mean and dispersion parameters. The proposed model is useful for situations where the variable of interest is continuous and restricted to the interval (0, 1)...