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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 one of the residuals we propose. …
Persistent link: https://www.econbiz.de/10005458378
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This paper proposes a regression model where the response is beta distributed using a parameterization of the beta law … interest is continuous and restricted to the interval (0, 1) and is related to other variables through a regression structure …. The regression parameters of the beta regression model are interpretable in terms of the mean of the response and, when …
Persistent link: https://www.econbiz.de/10005639715
residuals, that incorporates the process input and output variables. A simulation approach is adopted to investigate the …
Persistent link: https://www.econbiz.de/10010741432
empirical processes based on the standardized residuals and their squares. For calculating P-values, the parametric bootstrap …, using both the standardized residuals and their squares. …
Persistent link: https://www.econbiz.de/10010776993
to the analysis of the emergence of secondary markets from the flow part of the economy. Real and nominal residuals at …
Persistent link: https://www.econbiz.de/10010599285
, the thinning operators make residuals unobservable and are the main difficulty in developing diagnostic tools for … assess probabilistic forecasts, and this new residual is supplemented by a modified usual residuals. Under integer …-valued autoregressive (INAR) models, the properties of these two residuals are investigated and used to evaluate the predictive performance …
Persistent link: https://www.econbiz.de/10010600762
This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones … mixture distribution are modeled as functions of regression parameters. We provide inference, diagnostic, and model selection …
Persistent link: https://www.econbiz.de/10010577701
residuals against the quantiles of a standard normal distribution. Such plots can be difficult to interpret, because even when … (2004) proposed plotting the deviance residuals against their theoretical quantiles, under the assumption that the model is … simulating new response data from the fitted model and computing the corresponding residuals. This method also provides reference …
Persistent link: https://www.econbiz.de/10010577736