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A new regression model for rates and proportions data with applications

Author

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  • F. Prataviera
  • G. M. Cordeiro
  • E. M. M. Ortega
  • E. M. Hashimoto
  • V. G. Cancho

Abstract

We propose a new continuous distribution in the interval $ (0,1) $ (0,1) based on the generalized odd log-logistic-G family, whose density function can be symmetrical, asymmetric, unimodal and bimodal. The new model is implemented using the gamlss packages in R. We propose an extended regression based on this distribution which includes as sub-models some important regressions. We employ a frequentist and Bayesian analysis to estimate the parameters and adopt the non-parametric and parametric bootstrap methods to obtain better efficiency of the estimators. Some simulations are conducted to verify the empirical distribution of the maximum likelihood estimators. We compare the empirical distribution of the quantile residuals with the standard normal distribution. The extended regression can give more realistic fits than other regressions in the analysis of proportional data.

Suggested Citation

  • F. Prataviera & G. M. Cordeiro & E. M. M. Ortega & E. M. Hashimoto & V. G. Cancho, 2022. "A new regression model for rates and proportions data with applications," Journal of Applied Statistics, Taylor & Francis Journals, vol. 49(16), pages 4137-4161, December.
    • Handle: RePEc:taf:japsta:v:49:y:2022:i:16:p:4137-4161
    DOI: 10.1080/02664763.2021.1973385
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