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Mixed beta regression: A Bayesian perspective

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  • Figueroa-Zúñiga, Jorge I.
  • Arellano-Valle, Reinaldo B.
  • Ferrari, Silvia L.P.

Abstract

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian approach. We use a suitable parameterization of the beta law in terms of its mean and a precision parameter, and allow both parameters to be modeled through regression structures that may involve fixed and random effects. Specification of prior distributions is discussed, computational implementation via Gibbs sampling is provided, and illustrative examples are presented.

Suggested Citation

  • Figueroa-Zúñiga, Jorge I. & Arellano-Valle, Reinaldo B. & Ferrari, Silvia L.P., 2013. "Mixed beta regression: A Bayesian perspective," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 137-147.
    • Handle: RePEc:eee:csdana:v:61:y:2013:i:c:p:137-147
    DOI: 10.1016/j.csda.2012.12.002
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    Cited by:

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    3. Wagner Hugo Bonat & Paulo Justiniano Ribeiro & Walmes Marques Zeviani, 2015. "Likelihood analysis for a class of beta mixed models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(2), pages 252-266, February.
    4. Carolina Costa Mota Paraíba & Natalia Bochkina & Carlos Alberto Ribeiro Diniz, 2018. "Bayesian truncated beta nonlinear mixed-effects models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(2), pages 320-346, January.
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    9. Francisco Cribari-Neto & Sadraque E.F. Lucena, 2015. "Nonnested hypothesis testing in the class of varying dispersion beta regressions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(5), pages 967-985, May.
    10. Jorge I. Figueroa-Zúñiga & Cristian L. Bayes & Víctor Leiva & Shuangzhe Liu, 2022. "Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications," Statistical Papers, Springer, vol. 63(3), pages 919-942, June.
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