Multiplicative errors-in-variables beta regression
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Date
2023
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Abstract
This paper deals with beta regression models with a covariate that is not directly observed; instead, it is replaced by a surrogate covariate that underpredicts its actual value. We propose a multiplicative errors-invariables model tailored for this situation and develop calibration regression and pseudo-likelihood-based inference for the unknown parameters. The impact of ignoring the measurement error and the performance of the inference methods are evaluated through simulations and a real data illustration.
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Keywords
Beta regression, maximum pseudo-likelihood, multiplicative measurement error, product of independent beta random variables, regression calibration