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A new quantile regression model for bounded responses with applications

Author

Listed:
  • Patrícia Stülp

    (Universidade Federal de São Carlos - UFSCar
    Universidade de São Paulo - USP)

  • Jorge Luis Bazán

    (Universidade de São Paulo - USP)

  • Luis Hilmar Valdivieso Serrano

    (Pontificia Universidad Católica del Perú - PUCP)

Abstract

This work proposes a new quantile regression model with a bounded response distribution that generalizes the L-logistic distribution. Following a Bayesian approach, estimation model comparison criteria and residual analysis are performed as well as a simulation study for prior sensitivity and parameter recovery, considering a computationally intensive approach. An application of the new distribution to model poverty vulnerability in Brazil and a regression analysis with poverty data from Peru is included. Comparison with the Beta and L-Logistic distributions are also performed showing the great flexibility of the new model.

Suggested Citation

  • Patrícia Stülp & Jorge Luis Bazán & Luis Hilmar Valdivieso Serrano, 2025. "A new quantile regression model for bounded responses with applications," Computational Statistics, Springer, vol. 40(8), pages 4081-4113, November.
    • Handle: RePEc:spr:compst:v:40:y:2025:i:8:d:10.1007_s00180-024-01586-y
    DOI: 10.1007/s00180-024-01586-y
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    References listed on IDEAS

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    1. Barndorff-Nielsen, O. E. & Jørgensen, B., 1991. "Some parametric models on the simplex," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 106-116, October.
    2. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
    3. Paolino, Philip, 2001. "Maximum Likelihood Estimation of Models with Beta-Distributed Dependent Variables," Political Analysis, Cambridge University Press, vol. 9(4), pages 325-346, January.
    4. Zelterman, D., 1987. "Parameter estimation in the generalized logistic distribution," Computational Statistics & Data Analysis, Elsevier, vol. 5(3), pages 177-184.
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    Cited by:

    1. Cristian Luis Bayes & David Fernando Muñoz & Jürgen Symanzik, 2026. "Editorial on the special issue on the VII Latin American conference on statistical computing," Computational Statistics, Springer, vol. 41(3), pages 1-4, April.

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