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A general class of zero-or-one inflated beta regression models

Ospina, Raydonal; Ferrari, Silvia L.P. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1609-1623

This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous–discrete distribution with probability mass at zero or one. The beta distribution is...

Persistent link: https://www.econbiz.de/10010577701

On quantile quantile plots for generalized linear models

Augustin, Nicole H.; Sauleau, Erik-André; Wood, Simon N. - In: Computational Statistics & Data Analysis 56 (2012) 8, pp. 2404-2409

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

On the empirical characteristic function process of the residuals in GARCH models and applications

Gamero, M. Jiménez - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 409-432

residuals. Specifically, it is shown that such process uniformly converges to the population characteristic function (CF) of the … to calculate the residuals. Applications of the obtained results for testing symmetry and goodness-of-fit to the law of …

Persistent link: https://www.econbiz.de/10010994239

Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data

Hatzopoulos, P.; Haberman, S. - In: Insurance: Mathematics and Economics 52 (2013) 2, pp. 320-337

A new common mortality modeling structure is presented for analyzing mortality dynamics for a pool of countries, under the framework of generalized linear models (GLM). The countries are first classified by fuzzy c-means cluster analysis in order to construct the common sparse age-period model...

Persistent link: https://www.econbiz.de/10011046676

On the use of nonparametric regression for model checking

Azzalini, A.; Bowman, A.W.; Haerdle, W. - University of Bonn, Germany - 1988

Persistent link: https://www.econbiz.de/10005028222

Beta Regression for Modelling Rates and Proportions

Ferrari, Silvia; Cribari-Neto, Francisco - In: Journal of Applied Statistics 31 (2004) 7, pp. 799-815

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)...

Persistent link: https://www.econbiz.de/10005639715

The Environmental Impacts of Trade Liberalization: A Quantitative Analysis for the United States Using TEAM

Creason, Jared R.; Fisher, Michael; Semenova, Svetlana; … - In: Agricultural and Resource Economics Review 34 (2005) 1

A highly disaggregated emissions factor model is presented. The model generates changes in emissions and resource use by state and 6-digit NAICS sector. Removal of all U.S. import restrictions is examined. Results for agriculture show that composition effects explain highly varied regional...

Persistent link: https://www.econbiz.de/10005801431

Residualanalysis in the polytomous rasch model

Andersen, Erling - In: Psychometrika 60 (1995) 3, pp. 375-393

Persistent link: https://www.econbiz.de/10005603717

Estimating the Density of the Residuals in Autoregressive Models

Liebscher, Eckhard - In: Statistical Inference for Stochastic Processes 2 (1999) 2, pp. 105-117

Persistent link: https://www.econbiz.de/10005616013

Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach

Lambert, Philippe; Laurent, Sébastien - European Centre for Advanced Research in Economics and … - 2008

We propose three residual-based tests for conditional dynamic asymmetry. Estimation is performed under the null hypothesis of constant asymmetry of the innovations and, in a second step, the tests are performed either through a parametric model or a nonparametric method (runs). The working...

Persistent link: https://www.econbiz.de/10005827113