On beta regression residuals

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.

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Year of publication:	2008
Authors:	Espinheira, Patricia ; Ferrari, Silvia ; Cribari-Neto, Francisco
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 35.2008, 4, p. 407-419
Publisher:	Taylor & Francis Journals
Subject:	beta distribution \| beta regression \| maximum likelihood estimation \| proportions \| residuals

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005458378