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BETARK: Stata module for computing Beta regression with autoregressive-corrected errors for proportion outcomes, by joint conditional maximum likelihood

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Abstract

betark fits a beta regression model for a continuous proportion or rate outcome strictly bounded on (0,1), with autoregressive errors of order k in the mean equation's linear predictor. betark estimates the mean equation coefficients, the precision (scale) equation coefficients, and the AR coefficients rho_1,...,rho_k jointly in a single conditional likelihood. This is possible because the recursive substitution of Rocha and Cribari-Neto (2009) and Ferreira, Figueroa-Zuniga, and de Castro (2015) yields a closed-form conditional beta density at each time period, given the AR(k) history.

Suggested Citation

  • Ariel Linden, 2026. "BETARK: Stata module for computing Beta regression with autoregressive-corrected errors for proportion outcomes, by joint conditional maximum likelihood," Statistical Software Components S459773, Boston College Department of Economics, revised 10 Jul 2026.
    • Handle: RePEc:boc:bocode:s459773
    Note: This module should be installed from within Stata by typing "ssc install betark". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/b/betark.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/b/betark_p.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/b/betark.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/b/betark_example.dta
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