Bivariate beta regression models: joint modeling of the mean, dispersion and association parameters
In this paper a bivariate beta regression model with joint modeling of the mean and dispersion parameters is proposed, defining the bivariate beta distribution from Farlie--Gumbel--Morgenstern (FGM) copulas. This model, that can be generalized using other copulas, is a good alternative to analyze non-independent pairs of proportions and can be fitted applying standard Markov chain Monte Carlo methods. Results of two applications of the proposed model in the analysis of structural and real data set are included.
Year of publication: |
2014
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Authors: | Cepeda-Cuervo, Edilberto ; Achcar, Jorge Alberto ; Lopera, Liliana Garrido |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 41.2014, 3, p. 677-687
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Publisher: |
Taylor & Francis Journals |
Saved in:
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