Multiplicative errors-in-variables beta regression

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dc.contributor.authorCarrasco, Jalmar M. F.
dc.contributor.authorFerrari, Silvia L. P.
dc.contributor.authorArellano-Valle, Reinaldo B.
dc.date.accessioned2025-01-20T17:28:27Z
dc.date.available2025-01-20T17:28:27Z
dc.date.issued2023
dc.description.abstractThis 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.
dc.description.funderConselho Nacional de De- senvolvimento Cientifico e Tecnologico - CNPq
dc.fuente.origenWOS
dc.identifier.doi10.1214/22-BJPS543
dc.identifier.issn0103-0752
dc.identifier.urihttps://doi.org/10.1214/22-BJPS543
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/91587
dc.identifier.wosidWOS:001080453700002
dc.issue.numero2
dc.language.isoen
dc.pagina.final262
dc.pagina.inicio249
dc.revistaBrazilian journal of probability and statistics
dc.rightsacceso restringido
dc.subjectBeta regression
dc.subjectmaximum pseudo-likelihood
dc.subjectmultiplicative measurement error
dc.subjectproduct of independent beta random variables
dc.subjectregression calibration
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleMultiplicative errors-in-variables beta regression
dc.typeartículo
dc.volumen37
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
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