2022
DOI: 10.1007/s00362-022-01320-0
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Robust estimation in beta regression via maximum L$$_q$$-likelihood

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Cited by 7 publications
(7 citation statements)
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“…It is established in an agile modeling framework under the parameterization of the beta law to describe a continuous response variable with values in a standard unit interval (0.1). We further exploited a robust estimation method of the beta regression, named the minimum density power divergence estimators (MDPDE) ( Ghosh, 2019 ), for dose-response estimation, with the tuning parameter optimized by a data-driven method ( Ribeiro and Ferrari, 2020 ). The technical details are provided in the Materials and methods.…”
Section: Resultsmentioning
confidence: 99%
See 1 more Smart Citation
“…It is established in an agile modeling framework under the parameterization of the beta law to describe a continuous response variable with values in a standard unit interval (0.1). We further exploited a robust estimation method of the beta regression, named the minimum density power divergence estimators (MDPDE) ( Ghosh, 2019 ), for dose-response estimation, with the tuning parameter optimized by a data-driven method ( Ribeiro and Ferrari, 2020 ). The technical details are provided in the Materials and methods.…”
Section: Resultsmentioning
confidence: 99%
“…The recommended α is around 0.3 to 0.4, but simply assigning a fixed α in [0.3, 0.4] is not applicable in many cases. Here we adopted a data-driven method ( Ribeiro and Ferrari, 2020 ) to identify the optimal α. The search for the optimal α starts with a grid of α, a pre-defined α max and grid size , which generates a sequence of equally spaced .…”
Section: Methodsmentioning
confidence: 99%
“…Robust beta regression : To overcome the drawbacks brought by the standard beta regression against outliers, Ghosh (2019) proposed a robust minimum density power divergence estimator (MDPDE) in beta regression by minimizing the average density power divergence due to its high asymptotic efficiency along with strong robustness. Similar to MDPDE, Ribeiro and Ferrari (2020) developed the surrogate maximum likelihood estimator (SMLE) by maximizing a reparameterized L q ‐likelihood. The L q ‐likelihood density is constructed first with a Box–Cox transformation Lq${L_q}$ (Box & Cox, 1964).…”
Section: The Estimation Methods and Tools In Rmentioning
confidence: 99%
“…For the tuning parameter, based on simulations and real data analyses, MDPDE recommends the tuning parameter in the range of (0.3, 0.4). Ribeiro and Ferrari (2020) further improve the tuning parameter selection with a data‐driven algorithm by conducting a grid search to find the optimal tuning parameter that achieves sufficient stability.…”
Section: The Estimation Methods and Tools In Rmentioning
confidence: 99%
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