Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function

Detalhes bibliográficos
Autor(a) principal: OLIVEIRA, Cristine Rauber
Data de Publicação: 2020
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Institucional da UFPE
Texto Completo: https://repositorio.ufpe.br/handle/123456789/39638
Resumo: OLIVEIRA, Cristine Rauber, também é conhecido(a) em citações bibliográficas por: RAUBER, Cristine.
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spelling OLIVEIRA, Cristine Rauberhttp://lattes.cnpq.br/3601268782850686http://lattes.cnpq.br/2225977664095899http://lattes.cnpq.br/9904863693302949CRIBARI-NETO, FranciscoBAYER, Fábio Mariano2021-04-08T16:47:30Z2021-04-08T16:47:30Z2020-02-17OLIVEIRA, Cristine Rauber. Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function. 2020. Dissertação (Mestrado em Estatística)- Universidade Federal de Pernambuco, Recife, 2020.https://repositorio.ufpe.br/handle/123456789/39638OLIVEIRA, Cristine Rauber, também é conhecido(a) em citações bibliográficas por: RAUBER, Cristine.Beta regressions are widely used for modeling random variables that assume values in the standard unit interval, (0,1), such as rates, proportions, and income concentration indices. Parameter estimation is typically performed via maximum likelihood and hypothesis testing inferences on these parameters that index the model are commonly performed using the likelihood ratio test. Such a test, however, may deliver inaccurate inferences when the sample size is small. It is thus important to develop alternative testing procedures that are more accurate when the sample contains only few observations. In this master’s thesis, we introduce the linear and nonlinear beta regression models with parametric mean link function, and derive two modified likelihood ratio test statistics for performing improved testing inferences in that class of models. We also obtain a score test statistic that can be used to test, in the same class of models, whether the true link function is logit. We provide simulation evidence that shows that the new tests usually outperform the standard likelihood ratio test in samples of small to moderate sizes. We also present and discuss two empirical applications.CAPESModelos de regressão beta são amplamente utilizados para modelar variáveis aleatórias que assumem valores no intervalo unitário padrão, (0,1), como taxas, proporções e índices de concentração de renda. A estimação dos parâmetros é comumente realizada através do método de máxima verossimilhança e testes de hipóteses sobre os parâmetros que indexam o modelo geralmente são realizados utilizando o teste da razão de verossimilhanças. Esse teste pode, contudo, fornecer inferências imprecisas quando o tamanho da amostra é pequeno. Portanto, é importante desenvolver testes alternativos que sejam mais precisos em situações em que a amostra contém poucas observações. Nessa dissertação, apresentamos os modelos de regressão beta linear e não linear com função de ligação paramétrica no submodelo da média, e derivamos, para uso nessa classe de modelos, duas estatísticas de teste da razão de verossimilhanças corrigidas. Obtemos também uma estatística de teste escore que, na mesma classe de modelos, pode ser usada para testar se a função de ligação do submodelo da média é logit. Fornecemos resultados numéricos que mostram que os testes modificados tipicamente apresentam desempenho superior ao do teste da razão de verossimilhanças usual em amostras de tamanho pequeno a moderado. Também apresentamos e discutimos duas aplicações em dados reais.engUniversidade Federal de PernambucoPrograma de Pos Graduacao em EstatisticaUFPEBrasilAttribution-NonCommercial-NoDerivs 3.0 Brazilhttp://creativecommons.org/licenses/by-nc-nd/3.0/br/info:eu-repo/semantics/embargoedAccessFunção de ligaçãoFunção de ligação paramétricaRegressão betaTeste da razão de verossimilhançasCorrected likelihood ratio test statistics for a class of beta regressions with parametric link functioninfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesismestradoreponame:Repositório Institucional da UFPEinstname:Universidade Federal de Pernambuco (UFPE)instacron:UFPEORIGINALDISSERTAÇÃO Cristine Rauber de Oliveira.pdfDISSERTAÇÃO Cristine Rauber de Oliveira.pdfapplication/pdf706991https://repositorio.ufpe.br/bitstream/123456789/39638/1/DISSERTA%c3%87%c3%83O%20Cristine%20Rauber%20de%20Oliveira.pdfecb119e1980aff5f0ace1ada60dfee50MD51TEXTDISSERTAÇÃO Cristine Rauber de Oliveira.pdf.txtDISSERTAÇÃO Cristine Rauber de Oliveira.pdf.txtExtracted texttext/plain119886https://repositorio.ufpe.br/bitstream/123456789/39638/4/DISSERTA%c3%87%c3%83O%20Cristine%20Rauber%20de%20Oliveira.pdf.txtee72afcfb7e627b2249c9d03e4772f5cMD54THUMBNAILDISSERTAÇÃO Cristine Rauber de Oliveira.pdf.jpgDISSERTAÇÃO Cristine Rauber de Oliveira.pdf.jpgGenerated Thumbnailimage/jpeg1264https://repositorio.ufpe.br/bitstream/123456789/39638/5/DISSERTA%c3%87%c3%83O%20Cristine%20Rauber%20de%20Oliveira.pdf.jpge74fa4e50140a69b3c177353f6cb5c1aMD55CC-LICENSElicense_rdflicense_rdfapplication/rdf+xml; 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dc.title.pt_BR.fl_str_mv Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function
title Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function
spellingShingle Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function
OLIVEIRA, Cristine Rauber
Função de ligação
Função de ligação paramétrica
Regressão beta
Teste da razão de verossimilhanças
title_short Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function
title_full Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function
title_fullStr Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function
title_full_unstemmed Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function
title_sort Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function
author OLIVEIRA, Cristine Rauber
author_facet OLIVEIRA, Cristine Rauber
author_role author
dc.contributor.authorLattes.pt_BR.fl_str_mv http://lattes.cnpq.br/3601268782850686
dc.contributor.advisorLattes.pt_BR.fl_str_mv http://lattes.cnpq.br/2225977664095899
dc.contributor.advisor-coLattes.pt_BR.fl_str_mv http://lattes.cnpq.br/9904863693302949
dc.contributor.author.fl_str_mv OLIVEIRA, Cristine Rauber
dc.contributor.advisor1.fl_str_mv CRIBARI-NETO, Francisco
dc.contributor.advisor-co1.fl_str_mv BAYER, Fábio Mariano
contributor_str_mv CRIBARI-NETO, Francisco
BAYER, Fábio Mariano
dc.subject.por.fl_str_mv Função de ligação
Função de ligação paramétrica
Regressão beta
Teste da razão de verossimilhanças
topic Função de ligação
Função de ligação paramétrica
Regressão beta
Teste da razão de verossimilhanças
description OLIVEIRA, Cristine Rauber, também é conhecido(a) em citações bibliográficas por: RAUBER, Cristine.
publishDate 2020
dc.date.issued.fl_str_mv 2020-02-17
dc.date.accessioned.fl_str_mv 2021-04-08T16:47:30Z
dc.date.available.fl_str_mv 2021-04-08T16:47:30Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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dc.identifier.citation.fl_str_mv OLIVEIRA, Cristine Rauber. Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function. 2020. Dissertação (Mestrado em Estatística)- Universidade Federal de Pernambuco, Recife, 2020.
dc.identifier.uri.fl_str_mv https://repositorio.ufpe.br/handle/123456789/39638
identifier_str_mv OLIVEIRA, Cristine Rauber. Corrected likelihood ratio test statistics for a class of beta regressions with parametric link function. 2020. Dissertação (Mestrado em Estatística)- Universidade Federal de Pernambuco, Recife, 2020.
url https://repositorio.ufpe.br/handle/123456789/39638
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv Attribution-NonCommercial-NoDerivs 3.0 Brazil
http://creativecommons.org/licenses/by-nc-nd/3.0/br/
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rights_invalid_str_mv Attribution-NonCommercial-NoDerivs 3.0 Brazil
http://creativecommons.org/licenses/by-nc-nd/3.0/br/
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dc.publisher.none.fl_str_mv Universidade Federal de Pernambuco
dc.publisher.program.fl_str_mv Programa de Pos Graduacao em Estatistica
dc.publisher.initials.fl_str_mv UFPE
dc.publisher.country.fl_str_mv Brasil
publisher.none.fl_str_mv Universidade Federal de Pernambuco
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFPE
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